I do not think weld feature is what you need. It appears that your main body is surface and the rod is solid geometry. Solidify the main body geometry then modify the rod such that it intersects the main body yielding a single solid.
I just done solidify the main body and I found out that there is still a gap between the rod and the main body. How to make sure that my plane is parallel to the inclined surface?
Easy: Extend the length of the rod so it is inside the main body
Correct: Extrude the rod and use the extrude up to next surface option so that it intersects the surface of the main body explicitly.
Thank you for your help but I have another question. Do you know how to smooth this surface? Like there are no edges present, just like a smooth circle on the model.