switch the draw type into texture(beside edit mode button) and then select the faces you want. Then on the far left corner of the 3D window theres a button that looks like a # sign. Click that then go into UV/Image Editor. Make sure you got your faces selected. Then click on image>open and find your image. After you opened it go back to 3D view and the faces you selected now have a texture.
For weapons in blockland use little 16x16 png images. That way its a fast load and it doesn't affect how it looks, because its just 1 colour. Include your textures in with the zip.
also, i can see that you modeled the gun in 2D then just stretched it out on the x or y axis. You might wanna make it abit more rounded, try selecting one of the edges, press w and go down to bevel.