Jabroni, there is no evidence, either in the films or in the novel, that Fredo was in the muscle end of the family. He carried a gun while (temporarily) bodyguarding his father, which is a natural thing for a bodyguard to do. Given Fredo's overall weakness of character and his inferior position in the family, having a gun might also have made him feel important or "powerful." But again, there is no indication that he ever used a gun or needed one.
Michael didn't carry a gun. Neither did Vito. They were protected by people who did carry. For that matter, Sonny didn't appear to carry, either. When he heard the loud knocking at his door after learning of his father's shooting, notice that he reached into a drawer for his gun--it wasn't on his person.
As Stavka said, guns are all around. Jabroni, I notice that you are from Budapest. Hungary, like all European countries, makes it very, very difficult for a private citizen to obtain a handgun. America is much different. I own a second home in the state of Arizona, in the American Southwest. The "cowboy" tradition is strong in Arizona. The state has no restrictions on handgun ownership over and above the general Federal requirements. Anyone who buys a handgun can carry it openly. And you can carry a handgun concealed if you take a one-day course on safety and law.