UDK and UE4 are very different things now, this is not UDK 4.2
there is a fiirst person shooter template that you can use that has a basic gun and projectile (bullet) if thats not enough you can download the shootergame sample from the marketplace.
when you first open the engine its under the new projects tab, if you wanna use c++ use the c++ first person template or if you just wanna get straight into the engine use the blueprint first person template