Most of the time in work I get confused when someone thanks for my work
There's nothing to be confused, you should be happy, not for the "thank you" words, rather for the fact that you work with colleagues / superiors who appreciate your effort / work.
Remember, a thank you is not always objective, many a times it is a way of showing appreciation for the overall effort, not only for the outcome alone. It's a good gesture.
You can respond with "Welcome" and a smile, no problems. Alternatively, you can also say something along the lines
"Hey, thank you too for helping me out in achieving this"
"Glad it helped, that means I'm doing good work"
"Mention not, that's just the job"
based on the applicability. Any or all of the above are ways to accept and appreciate the appreciation you received. It's just good gesture.
Don't be nervous / confused, be happy.