Well there's specific courses for that. The Blender UI might be different, the knowledge is the same, applicable to any Blender version:
https://cgcookie.com/courses/modeling-weapons-for-a-first-person-shooter
Then for rigging and animation:
https://cgcookie.com/courses/rigging-a-transforming-rifle-in-blender-2-8
https://cgcookie.com/courses/animating-first-person-character-weapons-in-blender
And there's all the other courses that may not be exactly doing weapons stuff, but what is taught is applicable to anything, including making your own weapons. Linking a couple:
https://cgcookie.com/courses/pothead-create-a-hard-surface-character-in-blender
https://cgcookie.com/courses/game-character-modeling-with-blender
https://cgcookie.com/courses/animated-sci-fi-game-environment-creation-in-blender-2-8
https://cgcookie.com/courses/bug-bots-hard-surface-creature-creation-in-blender
https://cgcookie.com/courses/catch-creating-a-pokeball-in-blender
And of course CORE for refreshing the Fundamentals: