Hi,

I'm liking this game, but after playing 2 chapters I don't understand weaponery in this game, I find frequently weapons in caches around th game, but usually are pretty bad, they do less damage than my standard weapons, so they are kind of useless.

They usually involve solving "puzzles" to get them, but does not actually feel like a reward. I though maybe later in the game there could be some place to upgrade them, leveling them up or something, but seems that is not the case.

Am I missing something?

No.

Best weapons are found in the wild so you don't need to spend precious money on weapons from the shop. Save for medipods or energy cells. Good to equip each character with two different types of weapons that give them some flexibility in battle as well as options to keep shooting if they run out of ammo in one weapon. Weapons come in 3 grades, I, II and III. Never buy I grade weapons.

1) Assault Rifles - Standard weapon - Magazine can shoot 3 times before needing a reload. Average range.
2) Shotgun - Closer range but potential AOE if your enemy is clustered together. Especially close to or around an explosive barrel.
3)Sniper Rifle - Longest range weapon. Alerted enemies will need to run up to you to hit you, especially if you are at a higher elevation. Only single shot before reload without mods.
4) Disc Throwers - Bounces a disc between different obstacles. Can hit an enemy from behind, making it a flanking attack so you have less chance of missing from enemy cover, or potentially multiple targets clustered together.
5) Grenades - There are a few types. Besides the standard Frag damage, there are acid rounds that damage the enemy's defence, poison types, a type that pushes an enemy out of cover, and your healing pods.
6) Silenced Weapons - Most important weapon type in the game as it lets you Ambush a single enemy out of other enemies' detection range, letting you thin out the herd before taking on the full squad, if you can defeat the enemy in a single turn without getting detected. If it's still alive after that turn, it will raise an alarm, alerting it's squad. Finishing it off with unsilenced weapons also alerts anybody in earshot. Elvis' glove is a silenced weapon but you need to be in melee range to use it and it has a cooldown. (Although, if you finish off the enemy silently, you automatically leave battle and all cooldowns reset.)