I don't need to do anything special, like welding or such, just make sure everything it touching when I export?
Pretty much. Just make sure you look over the entire model before you export, to make sure everything is where and how you want it, and that there are no visible gaps, or any gaps that irritate you.
When you've looked over the entire model, look it over again.
After you've done that, then export.
However, you can attach the pieces together if you want. That's up to you. Sometimes I do, sometimes I don't. In the end, doesn't really make much of a difference.
And the only time you weld vertices or faces or polies together is when you're uniting two pieces together to make a single whole piece, like the saucer on my Mars kitbash. I deleted the entire top of the saucer and mated another saucer top to it, and when I got it to where I was satisfied, both in size and alignment, I welded the vertices together so that it flowed smoothly.