Weapon models, and weapons you use are two different things, I don't know how to make them myself but if you look in the files\gamecore\guns folder you will see the files for the weapon huds etc
I think you have to actually create a gun model, with a set of arms built into it then set the textures and stats in a gunspec file or something.
I'm usre someone more knowledgeable will be able to help you out.