I have written up a tutorial (in three parts) for creating a character from the mannequin and the arms meshes. I do a few things differently from the video lectures, but it would be a good reference. I do not add the gun, but instead stop with a character that can be switched between first-person view and third-person behind view.
https://www.deplorablemountaineer.com/2018/06/19/character-setup-first-person-ue4/