If you downloaded the latest one, in some levels you don't get weapons. Or, at least I didn't, but the majority of them have weapons. The level select is pretty neat where you just walk into the "cubby holes" to select a level. Dang, there must be a lot.
I found a remake of facility from Goldeneye 007 for 64. That was amusing but I didn't have any weaps of course and couldn't figure out how to use hand combat. When you enter Counter Terrorist level select room, go to the opening directly to the right of you.