You can’t build a battery with a standard welder. It would heat things up far too much. You aren’t even supposed to solder them because it gets them too hot. The only correct way to build packs, AFAIK, is spot welding the cells to nickel or copper strips. You can solder wires to the strips, which you ideally want to do before welding, or at least tin the strips before welding so you’re not putting as much heat into the cells, and then spot weld the strips to the cells. There are a lot of examples in https://forum.esk8.news/t/the-battery-builders-club/
A loop key is a connector that is used to break the circuit to turn things off. You use an XT90-S, which is a connector that has a resistor that makes contact first to allow capacitors to charge up without arcing before the connector is fully inserted. There are also electrical anti-spark switches, but because skateboards use high current, they cost a bit, and they are also another thing that can fail. Some ESCs also have integrated power switches, in which case you don’t necessarily need to have a loop key or a separate anti-spark switch.
The battery is arguably the most important, and usually the most expensive part of a build, especially if you want a lot of range. It’s usually good to figure out what you want to do for the battery first and then go from there. If you build your own battery, that will be by far the most difficult and time-consuming part of building a DIY skateboard. If you’re going to use something premade, there are battery builders on here, or more commercial options like just buying the MBS Agent pack.