Welding guns use special copper alloy arms/adapters which function as electrode holders. They attach to the gun on one end and have a cap taper at the other for the electrode.
Beryllium Copper Weld Gun Adapters
In the US they are normally made from Class 3 Beryllium Copper. This material is used in order to maintain its shape after repeated welding operations. Water tubes are run the length of the adapter to provide water to cool the electrode cap. The tube is visible at both ends of the adapter with the ninety degree bend. This adapter is for a male cap. The other three adapters have male tapers which are used with female caps. The water tubes have not been inserted yet on these.
Adapters are manufactured in many diameters, lengths and bends to make the required welds. The photo above shows a few of relatively simple designs.
Reference: Tuffaloy Products Resistance Welding Products Catalog