Step 1: Tools
I use a soldering iron with a flat tip and temperature control.
Step 2: Stack materials
The plastic sheets are slippery and they like to escape. You can make them stick in place by wetting them just a bit.
Now place another piece of oven paper on top of the plastic. You should be able to see the markings through the paper. This is why it is a good idea to use light colors and avoid black plastic.
Step 3: Welding the seam
The right speed depends on the thickness of the plastic. Low density plastic is easier to weld than high density because HD is thinner.
Step 4: Done!
After some practising you will know the right speed and presure for different materials.
Use your new skill for making kites or inflatable stuff or something!