I'm pretty sure this is possible, i found an uncopylocked game, and i saw this
That was taken before i clicked run. So how do you weld without the script, because the Part1 and Part0 properties are locked.
You can use surface welds without any scripting at all.
With regular Weld objects, you have to use some coding. If you don't want to use an actual script object, you can edit it through the command bar in studio, which is probably what happened in your example.