"It sounded like a book being dropped or a table that fell down," she said Friday morning on CNN's "New Day."
A student opened the classroom door to see what had happened. She was shot in the arm and abdomen and collapsed in the doorway, Welding said.
The students recoiled in horror, she said, but one of her friends pulled the woman inside the classroom and started applying first aid.
"We locked the doors, turned off the lights, and we were all pretty much in panic mode," Welding said.
Students barricaded themselves behind desks and called 911.
"I was just in a panic and I called my mom to say there was a shooting," Welding said. "I was in complete shock. I tried to talk to her, but it was really hard. I was just overwhelmed."
The gunman didn't enter the classroom, but Welding heard more shots and saw shadows moving through the space underneath the door. Finally, a sheriff's deputy in a SWAT uniform appeared at the classroom door.
"He said, "The shooter's down, you're safe,' " she said.
Did the woman who was shot survive? Welding said she didn't know.
'The saddest day'
Umpqua is not your typical college. It's nestled in a logging town in Oregon, where the crime rate is so low, it reported no sex offenses, assaults, liquor law violations, weapons possessions or hate crimes between 2009 and 2012. Not even a robbery.
When the gunman went from building to building Thursday, firing his gun, he didn't just kill nine people and wound nine others -- he left his mark on the scarred survivors, on the frightened students across campus, and on the panicked parents who waited for word miles away.
"Today was the saddest day in the history of the college," said Rita Cavin, the school's interim leader.
The gunman also died, although it's unclear whether he was shot by police or committed suicide.
'I've been waiting to do this'
Freshman Sarah Cobb was on her fourth day of classes at the college.
Like other students, she was immersed in her new campus experience, barely a week into the start of the semester.
As she sat in class, an armed man stormed into a class next door.
"I hear loud bangs, thinking it's a textbook or something," she said.
She looked outside the window and saw people scampering.
"People were running away from the building, so I knew exactly what had just happened," she said. "I said to the teacher, 'We got to get out of here. There's people running. We need to go.' "
Then she heard the second and third gunshots.
In a classroom next door to Cobb's, it was the fourth day of college for freshman Anastasia Boylan, too.
Like Cobb, she was in class, relishing her new experience. But unlike Cobb, there was no wall between her and the bloody mayhem.
The armed man stormed Boylan's class with four weapons, officials said.
"I've been waiting to do this for years," the gunman told the professor teaching the class, according to Boylan's father, Stacy, who relayed her account.
He shot the professor at point blank as horrified students dove to the floor.
"You're going to see God in ... one second'
The gunman reloaded his handgun and ordered the students to stand up, Anastasia Boylan recounted to her family.
He barked out one question: What religion are you?
"And they would stand up and he said, 'Good, because you're a Christian, you're going to see God in just about one second,' " Boylan's father said. He fired some more.
While Anastasia Boylan lay bleeding on the floor, the gunman told her, "Hey you, blond woman," her mother said.
She braved the pain from the gunshot wound in her back and played dead.
"He had enough time to drop the magazine, put another one in and continue," the mother said. "I don't understand how he could have that much time to kill that many people."
'We called ... our loved ones'
The shooting appears to have started in one building, before the gunman moved to another building. Those killed and wounded were found in at least two classrooms.
Throughout the buildings, students dropped to the ground, huddling behind backpacks and chairs, or underneath tables.
Miles away, parents waited and watched ambulances taking victims away.
Sandy Miles, a nurse at a local hospital, found out about the shooting while she was on duty.
"I was frozen," she told CNN affiliate KOIN. "My Hannah's out there. ... I'm thinking one of these (patients) that they're wheeling in, 'Is this going to be Hannah?' "
"It was constant," she said of the flow of patients. "An ambulance would drive up ... then another one."
Hannah Miles, 19, was in a nearby class when the gunfire rang out. Together with classmates, they took off running, eventually hunkering in the school bookstore.
Miles, Welding and Cobb made it out safely.
Anastasia Boylan suffered a bullet wound to her spine. She played dead -- and she too survived.