Welcome (as in welcoming someone to a place) = 환영합니다!
Welcome (as a reply to Thank You) = 천만에요!
but these days I think "아니에요" Ah-ni-e-yo / "아닙니다" Ah-nim-ni-da = "It's nothing", "No problem" is more often used. You can also use "별 말씀을요" Byul Mal-sseum-eul-yo = "Please don't mention it."