Depends on the application. Typically the usual Argon gas specified for TIG welding is a good enough 'shield' to stop oxidation of the weld when molten. So you just weld the stuff as per usual with the TIG. (making sure you have the right gas in the bottle!)
If you are welding pressure vessel tubing or similar, purging the tube with Argon helps minimise oxidation/porosity when you penetrate through to the other side. It's all fairly straight forward.
For example, if I was welding a Ti tube with a Ti fitting on the end, I would run the torch gas (without welding) into the tube that was taped up on the other end. I'd fill the tube with argon from the torch allowing the oxygen to escape from the other side. Once I think most of the tube is full, I tape up the two holes (one at one end where you put the argon and one at the other which allows the purging to take place, I then start welding.