It depends on the knife and the maker. What I can speak to with the most confidence is the various traditional offerings.
If you are a poor farmer in Nepal, you most likely have a khukuri with a handle that has been burned/glued on by the local Kami (blacksmith). A handle is roughed out, the tang (that fits about 1/4-1/2 way down into the handle) is heated and burned into wood. It is then removed and the hole and tang are slathered with a natural epoxy called laha and the handle is glued on. You go about using the knife day in and day out for several years, it works loose, you take it back for a new handle to be fitted.
When you talk about a company that makes upgraded traditional khukuris like Himalayan Imports, they generally come in two flavors: Full through tang and full slab tang (chiruwa). There are variations of course, but these are the most common.
A full through tang is not a rat-tail that is welded on like you find on a wall hanger. It's completely forged from the same piece as the blade and resembles more of a crocodile or kangaroo tail. It runs the entire length of the handle and is also epoxied in with laha. The top of the handle usually consists of a bolster of steel/brass/buckle that the handle material fits up inside and is pushed up firmly to the bottom of the blade to make for a tight fit. The bit of the tang that hangs out the bottom is fitted with a butt plate and a keeper. The tang is then peened over the keeper. Super, super solid. I've had knives I've used hard for over 20 years and they are still 100% solid.
The slab tang/chiruwa is basically the style of construction as any other full tang knife. The tang is forged a little tiny bit fatter and then pounded flat. Slabs of horn or wood are fitted with glue and then secured with aluminum/brass/steel pins. It MAY be stronger than the through tang, but honestly you probably won't break either.
Hope this helps.