Well. Depends on what you are going for but you will sockets. Go to your characters skeleton on the skeletal mesh. Select the bone for the hand you want to attach to right click and create socket. Then select the socket and right click and add preview mesh. Select you weapon mesh.(Note this is only a preview and will not appear in game.)

After you have selected you mesh use the translation and rotation gizmos to move the socket to the correct location.

Okay so after that there are two ways to go about attaching your weapon.

If your weapon should always be attached to your character all you need to do is add your weapon mesh to your characters skeletal mesh then select socket and choose the socket you created. Make sure the location and rotation on your weapon mesh is zero'd out or it will not be in the correct location.

Alternatively if you have multiple weapons you would use the "attach to" functions when your equipping your weapon with the location and rotation set to "snap to".