Maybe you should do some tuts before.

The trick is, weapon is moved and animated with the ( in this case ) "Right Hand" bone of the YOU (player) entity. So you only need to animate the weapon, if the weapon itself should do something. After using this code, your player should hold a weapon ( animated with him [and the weapon itself has no animation] ).

Note: You need to change "Right Hand" to the name of your right hand bone ^^
Edit: I would use this code for 3rd person. For a FPS, i would not give weapons to the players hand (this way).