You are right, there is nothing available about this subject in all the books on Pro/Engineer available in the market. Through this forum I would request the respected authors to atleast describe it in one dedicated chapter.
I have done some minor details for assemblies using Pro/Welding. I have used the single and symmetrical bead definitions for fillet and grove welds only. If you have explored the weld creation options and there are several other choices for the type of weld one may want. I have more or less struggled through, trial and error to get this application to work and it never comes out exactly as I wish (detailed dimension info. for the welds is not exactly as I wish). If you have some more specific questions as to the two weld options I mentioned, I would be happy to try and help. I would also be interested to have some kind of instruction into the use of the Welding application.