To switch between weapons that you currently carry and the Throwables you use, open the Weapons Wheel (L1 on PS4 / LB on Xbox One, Q on keyboard). This will show you the weapons you have on you. Select a different weapon from the Wheel to switch weapons.
You can also switch weapons by picking up a weapon you might find in the game world. This will replace the weapon you are using with the one you are picking up.
If you'd like to change your loadout, you can visit any shop that sells weapons. Weapons you have previously unlocked by fulfilling the corresponding requirement will be available to pick up from a shop for free at any time. If you do, you can choose a slot for them on your Weapons Wheel.
To unlock additional slots in your Weapons Wheel, consider unlocking the Perks Additional Holster and Weapons Collector - they allow you to carry one additional weapon each that can be selected through your Weapons Wheel.
Sometimes, you might find weapons in-game that you have not unlocked yet. In that case, you can use the weapon as long as you have it equipped in your Weapons Wheel. If you lose it at some point, it will not be available in the shop until you fulfill the unlock requirements.
If you decide to customise your weapon with a skin or attachments like scopes, suppressors or magazines, they will stay attached to the weapon until you decide to replace them. If you pick up the weapon again from a shop, you will receive it complete with the attachments you chose.
If you have any questions, feel free to get in touch!