I'll elaborate on what mxyzptlk said...
There are 4 aspects of each weapon that you can change.
1 - The Interface image
2 - The weapon graphics
3 - The weapon configuration
4 - The weapon sound
The interface image is simply the image of the weapon which is on the weapon select menu and also appears in the "kill console" (the area in the top right of the screen which indicates who killed who and with what weapon)
The interface icons can be found in Soldat/Interface-gfx/Guns
However the grenade and cluster icons are found only in Soldat/Interface-gfx
The weapon graphics are very small images that make up the gun which you see your soldier holding. I'll give the files of the Barret as an example of how it works. In the folder: Soldat/Weapons-gfx
Barretm82.bmp - the main gun facing the right
Barretm82-2.bmp - the main gun facing the left (is upside down)
Barretm82-clip.bmp - the magazine that falls from the gun when you reload
Barretm82-clip2.bmp - the magazine that falls when you face the left (upside down)
Barret-fire.bmp - the muzzle flash that appears when you shoot
Barretm82-shell.bmp - the shell which is ejected when you shoot
Barretm82-bullet.bmp - the bullet which flies through the air
Barretm82bullet.png - the same as above but includes transparrency for better effects (.png has priority of loading over .bmp)
The sound effects are all located in the folder: Soldat/sfx
the ones for the Barret are:
Barretm82-Fire.wav - the sound you hear when you shoot
Barretm82-Reload.wav - the sound you hear when you reload
Scope.wav - the sound you hear when you first zoom in (when crouching proning)
Scoperun.wav - the sound you hear when adjusting the zoom of the scope
Scopeback.wav - the sound you hear when you stop zooming in
The weapon configuration is the code that tells the game how the weapon works such as how fast it fires.. how fast and far the bullets travel, how fast it reloads etc...
It's found in Soldat/Weapons.cfg (open this file in notepad)
scroll through the file until you find this:
[Barret M82A1]
Damage=495
FireInterval=240
Ammo=10
ReloadTime=300
Speed=550
BulletStyle=1
StartUpTime=25
Bink=100
MovementAcc=7
Recoil=0
The Damage is how much damage the bullet deals (damage is also dependent on the speed of the bullet)
FireInterval is the time delay between shots (measured in 60ths of a second... so 60 would be 1 second, 120 would be 2 seconds and 30 would be half a second etc..)
Ammo is how many bullets the gun holds.
ReloadTime is how long it takes to reload
Speed is how fast the bullet travels (I'm not sure how this is measured but the higher the number, the faster the bullet)
Bulletstyle is the type of ammo the gun fires (1 is normal bullet, 2 is handgrenade, 3 is shotgun shell etc...{these number 1 - 14}
StartUpTime is how long you have to hold fire before the gun shoots.
Bink is how much it effects the accuracy of the person you've shot.
MovementAcc is how much your movement (i.e: jumping, running) effects the accuracy of the gun.
Recoil is how much the gun kicks back each time you fire, it's measured in degrees (so 90 will make your gun jolt up at a right angle when you fire)