Despite the videos:
First you may want to use your drawing as a reference, I personally use the “BackgroundImage” menu on the “Number Panle”(N). Then you can visualize the image on the ortographic views 1,3 and 9 on your keypad.
To make “advanced” shapes you need to decompose your shape into other simpler shapes. When modeling guns, you basically need to make separate meshes for each part/component (trigger, barrel, pump, etc.)For example, the barrel is made by a cylinder, the stock is a boxy sort of shape. You can always add more meshes on edit mode so they are part of the same object.
Once you have an idea of what shapes make what, you have to start modifying them. For this matter you will almost always utilize the knife(K), extrude faces(E), merge vertices(Alt M) and add loop cuts(Ctrl R). To move vertices/faces/edges you press (G) and to rotate them ®, pressing X,Y,Z after will lock your selection to move/rotate on the given axis.
Curved edges are not really curved, they are an aporximation of a curve by using several vertices following a curved path. Same way the cylinder is made, the more vertices you use the more rounded it will appear.