Copper cannot be "welded" to steel since copper has a significantly lower melting point than steel, and brass has an even lower melting point than copper. Therefore, traditional "fusion welding" processes would not work.
It's possible to "braze" copper to steel using brass as a "filler metal," but this is not usually done because of practical concerns. (For example, the melting point of zinc brass is close enough to that of copper, that it's hard to heat the joint to the melting temperature of the brass without also melting the copper.) Rather, it's common to braze copper to steel using silver-copper-zinc brazing alloys instead. These alloys have a lower "working temp." than zinc brass. Copper-silver-phosphorus brazing alloys, or zinc-tin "hard solder" could also be used.
Also, "solid state welding" methods can be used to join copper to steel, but this is limited to very special applications. "Friction welding" can be used to join copper pipes and/or shafts to steel ones. "Explosion welding" can be used to join a copper or brass sheet to a steel plate. "Forge welding" may be possible between copper and steel, but I don't know of any applications for this.