So you can run around your level and shoot stuff, but without weapon pickups, health, and armor, the level feels kind of dull. We can get at all of the weapon pickups and a lot of other good stuff through the Actor Class browser.
Open up your generic browser and click on the tab labeled Actor Classes at the top of the window:
Finding pickups in the list is hard unless you know where to look. They're all hidden under the Navigation point. That's because, from a code standpoint, they're all based-off of the code that knows how to create paths. Open up Navigation point, then Pickup Factory, then UTPickupFactory. You'll start to see some of the things you're looking for, such as a Weapon Pickup Factory. You can open up subfolders to get at other object types, such as Ammo, Armor, Health, Powerups, and Weapon Lockers:
Select one of the bold items (say, UTPickupFactory_HealthVial):
Now right-click in the world, and then click on Add UTPickupFactory_HealthVial Here...