Hello Eduardo, I can explain the process using Blender and Unity as that’s what we use. If you animate say a first person rig with a weapon you can animate them together in Blender as separate objects. Typically you’d have the rig on the arms and the weapon as a separate object attached to the hand, although sometimes you can make the weapon/arms all one rig for custom weapon animations with the arms. When you go to export you’ll export an FBX and in Blender you’d typically select to export the mesh and armature.
When you import it into Unity it should import with both objects and the animations attached as well. Sometimes the separate object may not be connected to the arms, but you can add it as a child of whatever you had before such as the hand in Unity.
The objects shouldn’t clip assuming they didn’t clip when you were creating them. In this course I used a first person rig, so if you’d like to see the process of how it’s used you can download the project files and watch the videos: https://cgcookie.com/course/fundamentals-of-weapon-mechanics
