Again, I have to emphasize that you read that Getting Started document. It explains all of the basics. Changing guns is done in the Object Definition Files, or ODF's. If you only change the appearance of the gun, such as the model used, it won't affect online compatibility. However, if you change values that would affect other people, like the damage, it would break online compatibility.
You can see your skin the way it would look on the 3D model by using The SWBF MSH Viewer
. MSH files are just the model used.