Light scratches that only just penetrate the paint through to the alloy, can usually be sorted by rubbing down alone, deeper scratches, say 1-2mm will need sanding to feather the edge of the paint, then filling, any good quality body filler is good enough for this type of job.
If a wheel needs welding, then I would consider it to be scrap for safety's sake!
Most lightly kerbed wheels can normally be sorted by sanding alone
Thom