There something that's kinda confusing about the gear prefabs thanks to Hero Designer's eccentiricites. The superhero template doesn't have equipment, and while the hero template does, it doesn't charge points for them. What you therefore have to do to add a gun or sword or whatever as a power is the following:
1) Go to the Template menu and select Hero
2) Load Prefab desired
3) Select Equipment Tab
4) Go to Prefab Tab
5) Add desired power to Equipment
6) Right click and hit copy
7) Go to Powers tab

Right click and hit paste (won't work unless you have another power, so add and later delete one if you gotta)
9) Go back to the Template menu and select Superhero
Also - remove the "Real Weapon" and "STR Min" limitations from he desired weapon - they do not apply in Supers games.