Do you need APs to kill zombies with them?
Short answer, no. There are no weapons in the game that require AP to use them. There is no such thing as a weapon that fires from town that costs AP! (at least not in our version of the game)
How many zombies can you kill with one?
The results vary depending on the weapon. There is such a massive array of weapons it would be too time consuming and lengthy to list them all. The best option if you find a weapon you are unsure of is to ask somebody in town or get a hero from your town to ask on the world forum. Never build a weapon you are unsure of, especially if it uses up any of the rarer materials!
How do weapons differ from each other?
The number of kills vary, the materials required to build the weapon can vary, and the items used as ammunition also vary (if they need any ammunition at all!)
Which weapons are effective, and which should I ignore?
As one of the previous questions, there are so so many weaopons its hard to list them all, if you dont know about a weapon then ask somebody.
What are the risks of attacking zombies with weapons?
There are no risks at all. If you attack a zombie using a weapon you will never be hurt in the process.