Depending on what status level you have reached, certain weapons are available. Also, what weapons you can buy depends on other factors. For instance, each weapon or type of armour you buy,costs a certain amount of prestige. You gain prestige by killing the enemy, or by accomplishing certain map goals. You may also only have one primary weapon and one secondary weapons. Another part bout the weapons is that they are all located in the blacksmith. So in order to obtain them, you have to buy them there once you spawn.
Everyone starts out as a militia man; and as u get more kills in a row, you can ultimately achieve higher status.Once you reach the next level, more weapons and armour are available, and possibly with other skills (yet to be decided).
Yes, KM will have horses (in hl2 that is). However, you have to achieve the highest level, and acquire lots of prestige in order to obtain one. They can be purchased in the stables. All the details on horses haven't been drawn out yet.