I have took an arm rigged with gun model from sketchfab and a character model both are different files.So how can I attach that arm model to the character by changing the characters hand and placing the arm model to it.
Welcome 
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…first you have to import them into blender, resize them accodingly, delete those parts (geometry and armature) you want to replace, reposition them and then join the object into one… then maybe even doing some re-skinning with weight painting to the body armature…
Because this are very basic to some more advanced operations… and you gave not much further information… it might be a good idea to look up some general tutorials about the usage of blender… you might even start within Blender using: Help → Tutorials… ( even if they are for an older version… but there will be some suggestion on the video platform… )
…or…
You may have to elaborate this to get a more suited answer.
So I have taken an fpp arm attached with gun along with animations like firing and reloading.Amd I want this arm to be attached to a full character model so that I don’t have to work with the firing and reloading animations again.
The problem with “just merging two models” is… if you do not know the basics to make something like that then the merging will properly make you: → more problems…
Additionally i just saw now: first person arm… you know that first person assets are sometimes perspectivly stretched to make a better “view”… so if you want to use this third person assets…-> even more problems…