Like, if you pickup a gun or whatever, and dont use it will its bonuses still help your stats even if your not using it? like if you use knives,swords ect.

Yes any attribute on a piece of gear that IS equipped will be used by your character. For example, I play a mage (never use my weapons) but the Intellect on my weapon is granted to my character. To test this look at your characters stats, then unequip the item and check the stats again. They will be lower.