In arc welding processes you fuse the metal together by using an electric arc that melts both the base metal and filler metal forming a weld. In oxy-acetylene welding you use the heat of the torch to melt the filler metal forming a brazing weld. Shielding gases are used for many arc welding processes such as Gas Metal Arc Welding(GMAW or MIG) and Gas Tungsten Arc Welding(GTAW or TIG). Those arc welding processes use a supply of inert gas to shield the weld zone from atmospheric contaminates such as nitrogen and hydrogen which form weld defects like porosity and cracking. Even SMAW(stick) uses a gas to shield the weld zone, formed by the burning consumable electrode, Stick electrodes and some MIG wires also form a protective slag over the weld, which helps to remove impurities and protect from contaminates.
The electric arc is formed when a circuit is formed between the base metal, welding machine and electrode/filler metal. Once current is applied to that circuit you will establish an arc which then melts the base metal and filler metal forming the weld and joining the work pieces together.
Arc welding is a better process for welding than oxy-acetylene welding, as the weld is of better quality and has less defects and is also easier to make and takes less time.