There’s nothing to be embarrassed about, learning game programming if great fun!
Take a look at the tutorials. They are pretty easy to follow and will give you a good starting point for learning Irrlicht.
The engine isn't a program that you run, it's a library that you use within your own C++ program to render 3D graphics. The tutorials show simple C++ programs which teach you how the engine can be used.
For things like weapons you would download (or create your own) 3D models of weapons from the net, there's various places you can get good quality ones for free, and then load them into the engine. Similarly for maps, such as in the Quake 3 map tutorial.
Since you have never written a program before you might want to start with something simpler that 3D game programming.
Pick up a book like "A First Book of C++".
This will teach you the basics of C++ syntax. It will also teach you the concepts you will need to know in any programming environment.