It consists of steel?

Iron and Carbon. Steel is 98.0 to 99.8% Iron and the rest Carbon. It may have traces of other elements.

There are many different types of stainless steel..440c,ATs34, 303, etc..so it heavily depends on what type you're referring to.Ferritic stainless steels would be the ones that have the best...

steel is an alloy made mostly of iron

Yep, you can weld steel to stainless and you can weld stainless to steel. You can use steel or stainless welding rod in either case but the steel or steel welding rod will of course rust.

Stainless and galvanised steel are just protected in different ways; any difference in strength depends on the thickness, quality, etc. of the steel itself.