I use something called "Greestuff" similar to miliput, it is a two componet past/clay (not sure what to call it, guess the makers dident know either). You can buy it at any GamesWorkshop store. It is created to be modeling miniature figures, or converting miniatures. But I find it useful for alot of things. Realy easy to work with, just add some water if its to hard or sticky. I highly recomend it
My technic is quite simple. I make a realy realy thin roll, and make sure it has the same diameter over all so there will be no lumbs. Easyes done using a table (or other smooth surface) and take a hobbyknife or something flat and similar and start rolling. Don't take too much at once, take a small peice, roll it and apply it. Then repeate until done. The tool I use for detailing is a modeling tool and a scalpel. Make some reasearsh also, search for real velding examples to get inspiration.
If I made this right, a picture of my Tiger 1 roof (work in progress) will apere here somewere. I will add velding to most turret details some day soon, maybe I will post another pic then. And my newly painted MG42 is haning on the mantlet hehe.