Get a few 4 foot lengths of .035" 4130 tubing. You can cut them up and make a bunch of T-joints to practice brazing/welding. I found it easiest to leave one tube fairly long and cut the other into small 2-3" pieces. Miter the end of the long tube and weld/braze a small piece to it. Cut that joint off and miter the end of the long piece again for the next joint. This way you can put the long tube into a clamp or vise to position it during welding/brazing.
And, yes, 4130 is the same stuff bike frames are made of.