The way you add props initially is to move them into place. Then, you probably want to go to the hierarchy editor and move the gun under the hand. Then, when the hand moves, the gun will move with it. That will work for most props. I say most because I recently did a scene with several piercings, and you can set the props to move with nipples or navel (can you?) I had to move those around every time I re-posed the figure.