The flux just gets it so it will adhere to the steel, just like soldering, it will be needed no matter which rod used coated or non, you can get by with less by dipping but it does take you off the work to dip, pluses and minuses both ways. Also when doing sheet metal work use a thin rod, the thicker rods take too much heat to melt and your base metal gets overheated, this is when you see a large spread of bronze.
I can't think of not one process that could not be employed with a small enough welding rod or wire. A 1/16" E6013 stick electrodes work quite well on sheet metal, .022" hard wire and Co2 shielding gas is a good set up. Even .030" flux cored turned down could be used in a pinch. Oxy/Acetylene weld with a small tip and rod and brazing. A tig set up is the king but most costly to set up.
What I'm trying to say here is go ahead and use whatever you may have at hand, practice on some scraps first to get the knack and mod away.