Hello GlitchSack,
You can right-click any mesh asset in your content browser, then select “Export”. You can then export it as an FBX, which can be imported into a 3D modeling program.
There are a few resources on altering the weapon available already. You may wish to look at this tutorial video:
Here is a forum post about creating a new weapon from scratch:
And another post from a new user seeking advice on weapons:
Let me know if this helps,