Hello Keith,
That's one of those simple questions where there is no really simple answer. In the smaller gauges, building photo-etch kits is a fairly common practice and these are commonly soft soldered together – although some simple jigs would very probably be required..
In the larger gauges, which 2.5" gauge (Gauge 3) is when compared to '00' the platework needs to be more robust and the material will be much heavier. So a variety of techniques are used to both assemble and detail these parts.
As a simple example, inside the cab, brass angle can be sweated to the edges, perhaps with some very small rivets/bolts to hold and position the parts correctly during the final process. On the splashers, it can be useful to turn some of the detail (such as beading) into thicker material, whist also providing a turned edge/recess at the back – for the curved top piece.
In terms of basic soldering skills – this YouTube will give you the basics but not the techniques for the larger model which will be much more a combination of solder and mechanical jointing.
Basic soldering
I don't think I've seen a brass laser-cut set of parts for a G3 Stirling before – so would be interested to hear a little more about material thicknesses and where you obtained the design from (are they based the LDC drawings?).
Regards,
IanT