In Hunting Simulator 2, it is best to try and be as prepared as possible before heading out for a hunt. This means being able to carry a variety of weapons and ammo types. When you first start playing, you will only carry one gun, but there is a way to take more.
If you go to the Store in the Hunting Lodge, which is the small laptop near the door, you will be able to purchase new items and gear. Go to Clothing, and then the Backpack section. The right backpack will allow you to carry an additional weapon. From the start of the game, you can purchase the Carbine 2500 Kryptek Highlander, or the Hone Kryptek Highlander, which will allow you to carry an extra gun.
You can then go to the weapons rooms and set your loadout, and you will see the additional gun slot. New weapons and optics will need to be purchased in the relevant part of the store.
If you need to change your loadout during a hunt, this can be done at any cabin or tent that you can find on the map. These structures will give you access to your loadout, where you can change the weapons and optics you are carrying, and switch items if you suddenly find yourself with a chance to hunt a different animal than the one you set out to get. When you pick your loadouts, pay close attention to the types of ammo needed to take down the animals that you have licenses for, and try to cover as many different types as possible with your available weapons.