Just to make things easier for everyone and combine information from different solutions...if you went through your first playthrough doing melee only, the Gold Melee Award achievement will pop at the end of chapter 9, and you can use guns in chapter 10 (specifically, the Rifle and Sub-Machine Gun).
So, you then only have to play through Chapter 7 to get the Fire-Arm Freedom Award achievement.
For the remaining weapons, here are the locations:
.45 Caliber: After Rosa gets abducted and the guy breaks through the door with the fire ax, there will be an addict with a .45 caliber in the next room AFTER the room with the fire ax, with the desk and the health packs.
Shotgun (pump): Just in the next area after the .45 caliber with all the empty bookshelves. You'll hear him shooting it.
Shotgun (sawed off): Same area as Shotgun (pump), just taser them, grab the gun, shoot them while they're down.
Revolver: As you make your way back into the first room after the fire ax door I mentioned earlier, a guy will shoot at you with the Revolver.
Now you just complete the level without worrying about the Sub-Machine Gun and it will pop up.
If you haven't gotten the Sub-Machine Gun in Chapter 10, an addict has it in the main lobby of the library after you come back up the elevator.
If you haven't gotten the Rifle in Chapter 10, there's one in Chapter 8, outside in the playground. There's a room you can go into past the basketball court that has the Rifle sitting on a shelf.