If you installed the game, updates, all the individual modtools updates in order and then pressed the converter button you should be done the first part.
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If your compiling your map for the first time check the ugx wiki to be sure you have the correct buttons checked.
Then compile your mapname_patch
Then compile your mod in the modbuilder tab.
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You shouldnt be getting any missing weapon errors so i would guess you didnt install all the modtools packs in order before pressing converter.