It is easy to create a welded structure that has multiple weldments stacked on top of each other then welded together, as seen in this picture.
The problem comes in when you need to simulate. Since SolidWorks Simulation considers a beam as a two node element, the interaction between the centers of the beams is neglected. If you have ever tried to do simulate this it looks the like the beams pass through each other. The other issue is that you cannot simulate a weld joint in between them like you would a shell element to a solid element. For the best work around you have mesh the weldment as a solid element and not a beam element. Due to the accuracy of the solid element you will get a better result. The only drawback to this method is that your calculation and mesh time escalates quickly.
The second method you can use to simulate that same structure is to take that weldment and combine all the structural members into one member. Then simulation will see this as one beam member which will simulate them being welded together. Just make sure the beam properties are correct in the simulation tree.