Are there tutorials, help video towards methods or advices regarding animating First person arms? I found none
It depends on which 3d program you use -> e.g blender: ?v=6dhK1UGzbUU 
i use 3ds
THe same rules apply to the arms as any other animation. Just keep in mind that if you just use arms then your shadows will look crazy. Two arms floating in space.
Yep, then you have to disable the shadows for your arms + add a 3rd person mesh to get the right shadows and that you can use them in a multiplayer game
Can you explain a bit more. i still do have to animate all character in order to render body shadow? hmmmm
You will need a 3rd person mesh to get the right shadows -> otherwise, as mentioned, you will just see the shadow of the arms (looks pretty weird) + when you want a multiplayer you also need a 3rd person one, because otherwise the other players will shoot at floating arms 
Unreal Tournament uses the same “technique”
A simpler solution is to just use an entire character. So far, I find that UE4 doesn’t usually show the ‘inside’ of things so building a 3rd person character and putting the camera inside the head works fine and gives you the right shadows. If you do run into a problem you can move the camera so it’s just in front of the head and it’ll give you the same effect just offset by a few centimeters.