Let's get our robot character and our rifle into the same file! We're going to link them so that any change to the source file will reflect in any of our animation files.
To follow along with the tutorial exactly, use the Character collection from fps_character_robot-pov.blend and the Rifle collection from fps_weapons.blend and create proxies.
If you would rather use the new library overrides in Blender 2.81+, use the 2.81 version of the character file and use an override instead of a proxy. This may alter the export instructions just slightly (by making them easier), but if you're not comfortable with library overrides already then I would recommend sticking to proxies so that you can follow along. Either way, the animation instructions will be exactly the same.
If you would rather skip the whole linking thing, feel free to append the rifle collection to the character file and work that way. It will make exporting easier if you're working on your own, but it won't be ideal for a production environment.