Is it possible to weld bimateriel parts? (alumnium with steel, aluminium with copper…)

Yes, it is possible to make welds with dissimilar materials using the FSW process.
Friction stir welding is a breakthrough technology for joining different metals without melting or adding material. The FSW process allows parts to be welded together even if their materials have different mechanical properties.
FSW has made it possible to weld dissimilar materials such as aluminium/steel, aluminium.