Residual stresses are crucial when assessing the performance of welded components. The present work deals with the possibilities of transferring the real-life boundary conditions of welding, which influence the residual stress, into the laboratory. The possibilities of a test system specifically developed for this purpose, with a maximum capacity of 2 MN, are shown, because the structural design, global process, geometry, and material-dependent stresses are induced, which can be simulated and quantified within the system. Additionally, X-ray diffraction can be applied to determine the resulting local stress distribution precisely with high spatial resolution. Two examples are presented to show how the conditions to be found during production are simulated in the laboratory. It is shown how welding stresses in high-strength steels are affected by the heat control. It was possible to clarify why elevated working temperatures significantly increase the bending stresses in the welded joint and therefore the tensile stresses in the heat-affected zone. The effect of heat treatment applied under stresses resulting from welding is demonstrated by the example of a creep-resistant steel. Reheat cracking is significantly increased in this case, as compared to small-scale laboratory-based tests.