Each of the four characters available in Contra: Rogue Corps starts with their own weapons, but you’re not stuck with them.
There are many, many main and sub weapons available in Contra: Rogue Corps, and any of the characters can equip them. You just have to obtain them first.
Weapons can be purchased from the Workshop in the Base Camp. Simply select the Purchase Weapons option and you’ll be presented with a range of weapons to purchase. Buy them, and you’ll find them available to equip via the Customize menu.
You may also find that there are weapon cores available to buy in the store. Buy those, and you’re able to develop new weapons by visiting the development screen. Developing weapons requires both money and B.A.D. mods. Simply select B.A.D. mods that are no longer required up until the necessary points value, then select the Execute option at the bottom of the screen providing you have enough money. The weapon will then be available for you to equip via the customize screen.
Try to develop and buy as many weapons as you can in Contra: Rogue Corps to increase your options. Though don’t forget that you’ll probably need to upgrade them to really make them viable for high-rank missions.