Can you change a tire if the rim is welded on?

If the rim is welded to the tire, yes. You can change it, but you have to replace both the rim and the tire which will cost a lot.

If the rim is welded to the vehicle itself, no. You cannot change it.

In either case, having a welded rim is technically illegal in the US if you drive it on the road. If you don't, then it's not a problem