How do you weld models, or are you even able to?

No, you cannot weld models themselves. You should first weld all the parts in the model together, then weld one part in the model to the character's head.

Here's a weld script I made a while back, feel free to use and manipulate it to make it work for you. Please leave an upvote if I helped! :)

local prev
local parts = script.Parent:GetChildren()
for i = 1,#parts do
	if ((parts[i].className == "Part") or (parts[i].className == "Handle") or (parts[i].className == "UnionOperation"))  then
		if (prev ~= nil) then
			local weld = Instance.new("Weld")
			weld.Part0 = prev
			weld.Part1 = parts[i]
			weld.C0 = prev.CFrame:inverse()
			weld.C1 = parts[i].CFrame:inverse()
			weld.Parent = prev
			parts[i].Anchored = false
		end
		prev = parts[i]
	end
end
for _,item in pairs(script.Parent:GetChildren()) do
	if item:IsA("UnionOperation") or item:IsA("Part") then
		item.Anchored = false
	end
end