There are a fair number of methods to join pieces into larger assemblies.
Some people have used a 3D pen to "weld" an assembly. But from my observation, it's not particularly strong. Super glues are popular for PLA. It bonds and holds well to PLA. PETG is better glued with epoxies vs super glues. But super glue will work in a pinch. Sometimes printing threaded parts is acceptable. But issues with fitment and strength of threads can be a problem. Simple machine screws and nuts are good for somethings. Even self-tapping screws are popular. Heat set brass threaded inserts are cheaply and widely available. And can be set with a cheap soldering iron. Various "snap together couplers" can be designed and 3D printed.
These are just a few ways to make assemblies with 3D printed parts. The trick is to learn how to choose what is the best for any particular model and that's on you.
Making a model hold water can be as simple as "the thicker is better" approach by adding more perimeters and top and bottom layers. Or it can involve applying various suitable paints and sealers. Again like fasteners, your use will most likely dictate the methods that you choose.
Edit to add: From what I can see, PrusaSlicer currently offers the best tools to create cuts and locators right in the slicer. With perhaps Cura a close second, (but I haven't use Cura in couple of years now).
People who do first layer tests across an entire build plate are being anal retentive. Or they are looking for some kind of bragging rights.
Thanks to the various auto bed leveling systems out there on every printer these days, it means very little to do such extreme tests. And as long as your heat bed is flat enough to be in compensation tolerance for the auto leveling system you are using, you will never notice much.
This is not to say that it can't be a diagnostic tool if you ever need to check for a warped heat bed. But that's pretty rare these days to find a heat bed that's that bad. And if you are running Octoprint, there is a plugin to map the flatness of your build plate that you can see.
*** A word of caution: One needs to understand that the "flatness" of your build plate can and will change at various temps. Just because it might appear flat at one temperature, does not mean it will hold that flatness at a different temperature.