People who build model trains regularly solder brass and nickel-silver. It is sold in a wide variety of shapes and sizes in good model shops and by model engineers supliers. Copper also solders easily and is widely used by the plumbing trade - though usually in the shape of pipes, pipe fittings and brackets. It is also easy to solder thin steel such as you get from bean-cans and jamjar lids - but you need to get all the paint off the area you want to solder.
When soldering anything other than electric wires and electronic components you will almost certainly need to put flux on the joint before soldering.
Soldering requires the metal to reach the temperature at which the solder melts. If using a large chunk of metal it can require a powerful soldering iron to deliver enough heat.
It is not easy (impossible for a beginner?) to solder stainless steel or aluminium.
Brazing, which was mentioned above, is done at a much higher temperature than soldering. By using metals that melt at a much higher temperature than solder the joint will be stronger.
Finally, don't ignore the possibilty of joining pieces of metal using epoxy glue - it can be very effective.
...R