Attach the backing bars to the thin steel, using clamps. The backing bars act as a heat sink. This prevents an excessive heat-affected zone that weakens even un-welded sections of the thin steel.
Fire the welding torch, in the case of MIG and TIG, strike the welding electrode against the thicker steel, to start the weld. Focus the welding tool on the thicker steel, creating a pool of molten steel that is hot but not glowing.
Hold the thin steel adjacent to the thick steel, allowing the molten steel pool to flow over onto the thin steel and join the two together.
Create a series of small welds between the thin and thick steel, at regular intervals to one another. Then, pull the welding machine away. Allow the welds several minutes to dry.
Hit the thin steel with a hammer to determine if you achieved the right welding integrity. If so, you can move on to the next step in your project. If not, create another series of welds at regular intervals to the first series. Focus the welding tool slightly more on the thin steel than on the thick. Knowing how much to focus the welding tool on the thin steel is tricky and tends to come with experience. Consider consulting an experienced welder should you need to further weld your steel.