Tungsten itself is a refractory metal with a very high melting point, so it is usually not welded using traditional welding methods.  However, tungsten can be joined using specialized processes such as diffusion bonding, friction welding or electron beam welding.  These methods are used to join tungsten to other materials or to join tungsten parts together. 

Additionally, tungsten inert gas welding (TIG) is a common method of welding using a tungsten electrode, but the process involves using tungsten as the electrode rather than welding the tungsten itself.