Link, that is very vague.
You basically want to select faces of a certain object that corresponds with the shape the tool for uvmapping says.
I.E.
Select the barrels of the minigun and do a cylindrical map.
Select the both parallel sides of the stand holding the minigun and do a planar map, weld them together so you save space and texture time.
Map it in chunks of sections, not as small pieces, or as the whole model.
You can do little pieces but: it will take forever to find what pieces are what, you will have obvious seams, overall lazy and low quality.
You can do whole model but : Texture stretching, wasted UV space, lazy and low quality.
