Quilting is what holds 3 layers together to make a quilt. There are many ways to accomplish this. There is hand quilting "rocking stitch", "stab stitch", "big stitch" to name a few. Hand quilting just takes practice and find a thimble you like.
A quilt can be tied or tacked with yarn or thread at intervals to hold the layers as long as the intervals meet the batting quilting requirements.
There is machine quilting you do yourself on your sewing machine in straight lines with a walking foot. There is machine free motion quilting using a darning or free motion foot on your machine.