I just downloaded and installed the Unreal engine. I've got some n00b questions about it

After adding or removing a light source or object (since objects interact with light) it gives me a message that I need to rebuild the lighting. But this takes well over a minute on my PC, even when I’m using the simple FPS (First Person Shooter) template/blueprint. And it’s not like my PC is slow. The actual level when played in test-playing mode runs quite smoothly (it doesn’t have low frames-per-second). It’s a very simple layout with simple textures but the rebuilding of the lighting takes way too long for development purposes (it would be fine if it took this long after the development phase was done, and I was on the release-this-game phase). The image quality isn’t that important during the development phase. Is there some kind off “quick lighting rebuild” I can use for testing purposes, so I can just quickly run the rebuild the lighting and then immediately start testing the game?

How do I give my character other guns, or even change the parameters of the default gun? I’d like the projectile to go faster and/or have more mass, so its kinetic energy would be larger and thus it would be able to knock those blocks around a bit harder in the level.

How do I change viewing modes during test-playing of the level, such as switching on depth-view (bright shades of gray represent objects farther from you)? I found I can use the F keys to switch some viewing modes during test-playing, but it doesn’t work with the more “exotic” viewing modes. I can change them from a View dropdown menu while in object-placing mode, but not while in test-playing mode because that dropdown menu doesn’t exist in test-playing mode.

You can select the Baked Lighting Quality in top bar of the editor under “Build”.
There you can select “Preview” Quality for Lighting, which reduces the Ligthing Build times but also reduces Quality(duh).
In the World Settings, you can also change the Lighting Smoothness and the Number of Light bounces.

This goes into basic Programming here. If you want to alter the gun, you should watch some tutorials and/or think of your own implementation of a gun system.

This should be a good start.

I’m interested in this, too.
I’m currently using a post-process Material in my camera.

Thanks for the info. I’ll have to try that out.

The sample FPS blueprint exists to give you basic FPS functionality. Weapon swapping is a basic function. Usually, you have a pistol, a shotgun, a machine gun, a rocket launcher, and a laser gun (and sometimes also a melee attack) at your disposal, in a FPS. Why is this not part of the sample FPS blueprint?

How do I set a material for the camera?

Ok, so I discovered that the quality setting is already on Preview. But you describe something that says Baked Lighting Quality. I can’t find any setting who’s name contains the word “baked”.