Animations are split up for characters, so if you are trying to make a scout run around with a pistol, nope.avi.
To add weapons you have to parent a prop_dynamic with the weaponmodel of your choice to the playermodel. You will need to use a logic_auto to tell the weapon that it shall be parented to an attachment point, rather than the dudes origin.
OnMultiNewRound Pistol01 SetParentAttachment [name of the weapon attachment point]
You will need hlmv.exe to see the names of the attachment points available to you. Also, in most cases the weapon will look incorrectly rotated. To fix that, the playermodel needs to start out in the reference pose. A logic_auto will after about a second change that to the animation wanted. The weapon needs to be placed accurately where it needs to be in on the reference pose. Instead of using SetParentAttachment, you will need SetParentAttachmentMaintainOffset. The weapon must be parented to the attachment point before the playermodel will be using a different animation. So:
0.00 seconds in: Scout in reference pose with a pistol in his hand.
0.50 seconds in: Pistol gets set to the weapon attachment point of the Scout.
1.00 seconds in: Scout changes animation with the pistol following his hand correctly. If it doesn't look right, you now have the choice of rotating the weapon in hammer until it does look right.