None of my guns are leveling up, I am at level 17 and my guns are level 1 with no points towards them. I've killed many guys and more then enough to level up some guns but they are not changing at all. I just started the game a week ago and hardly play it but I am annoyed that I can't complete any challenges as nothing I do counts towards challenges.
You can level up your guns by completing their challenges in multiplayer games.
Challenges are usually a certain amount of kills or headshots (Rifles, Pistols) or plain kills (Grenades, Knife, Launchers). Just doing a good job will improve your own rank, but doesn't count much when it comes to your weapons.
The best way to complete weapon challenges is playing death match camping games (Headquarters, Capture the Flag, etc.), because there you can find a lot of easy prey sitting around on a small place.
Note that playing games on private servers or in private lobbies won't count towards those challenges. Also some cheated lobbies might have achievements deactivated, which also counts for challenge progress.