Steve is familiar with and proficient with firearms, particularly army issue, but he doesn't use them often. Or ever.

What he DOES use is his really awesome shield, made from a vibranium alloy, which means it is supertough and superhard and when he chucks it at the bad guys' heads they go down for the count. His actual shield is currently in possession of Bucky Barnes; the one he's using is on loan from Tony Stark and probably actually belongs to some poor guy who's still stuck in the ice.