No such thing as a stupid question, nothing was made with adventure mode in mind and so there are many oddities, but as best I can tell all the weapons still function properly they just don't look nearly as cool.
For example the lightning gun is one of the most script heavy weapons and whilst it works, you'll only see the lightning briefly if at all due to the differences in timescale between fortress and adventure modes.
I'd only recommend it if you really really want guns, your mileage may vary.
If you want to make a tileset work yourself, you'll want to navigate to "Dwarf Fortress/data/init/overrides.txt" and add:
after the other tileset definitions (lines beginning with [TILESET:).
[OVERRIDE:228:I:TRAPCOMP:TRAPCOMP:0:musketmod_overrides:83] - cannonball
[OVERRIDE:228:I:TRAPCOMP:TRAPCOMP:1:musketmod_overrides:100] - HE shell
[OVERRIDE:228:I:TRAPCOMP:TRAPCOMP:2:musketmod_overrides:99] - empty cannister
[OVERRIDE:228:I:TRAPCOMP:TRAPCOMP:3:musketmod_overrides:101] - gas cannister
[OVERRIDE:219:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:32]
[OVERRIDE:223:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:33]
[OVERRIDE:47:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:34]
[OVERRIDE:9:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:48]
[OVERRIDE:255:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:49]
[OVERRIDE:8:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:50]
[OVERRIDE:186:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:64]
[OVERRIDE:210:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:65]
[OVERRIDE:240:B:WORKSHOP_CUSTOM:Workshop:GUNSMITH:musketmod_overrides:66]
[OVERRIDE:201:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:52] -cannon, north facing, top row
[OVERRIDE:186:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:51] -cannon, north facing, top row
[OVERRIDE:187:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:52] -cannon, north facing, top row
[OVERRIDE:198:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:52] -cannon, north facing, middle row
[OVERRIDE:208:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:67] -cannon, north facing, middle row
[OVERRIDE:181:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:52] -cannon, north facing, middle row
[OVERRIDE:200:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:52] -cannon, north facing, bottom row
[OVERRIDE:205:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:52] -cannon, north facing, bottom row
[OVERRIDE:188:B:WORKSHOP_CUSTOM:Workshop:CANNON_N:musketmod_overrides:52] -cannon, north facing, bottom row
[OVERRIDE:201:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:52] -cannon, east facing, top row
[OVERRIDE:210:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:52] -cannon, east facing, top row
[OVERRIDE:187:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:52] -cannon, east facing, top row
[OVERRIDE:186:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:52] -cannon, east facing, middle row
[OVERRIDE:198:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:35] -cannon, east facing, middle row
[OVERRIDE:205:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:36] -cannon, east facing, middle row
[OVERRIDE:200:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:52] -cannon, east facing, bottom row
[OVERRIDE:208:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:52] -cannon, east facing, bottom row
[OVERRIDE:188:B:WORKSHOP_CUSTOM:Workshop:CANNON_E:musketmod_overrides:52] -cannon, east facing, bottom row
[OVERRIDE:201:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:52] -cannon, south facing, top row
[OVERRIDE:205:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:52] -cannon, south facing, top row
[OVERRIDE:187:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:52] -cannon, south facing, top row
[OVERRIDE:198:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:52] -cannon, south facing, middle row
[OVERRIDE:210:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:37] -cannon, south facing, middle row
[OVERRIDE:181:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:52] -cannon, south facing, middle row
[OVERRIDE:200:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:52] -cannon, south facing, bottom row
[OVERRIDE:186:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:53] -cannon, south facing, bottom row
[OVERRIDE:188:B:WORKSHOP_CUSTOM:Workshop:CANNON_S:musketmod_overrides:52] -cannon, south facing, bottom row
[OVERRIDE:201:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:52] -cannon, west facing, top row
[OVERRIDE:210:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:52] -cannon, west facing, top row
[OVERRIDE:187:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:52] -cannon, west facing, top row
[OVERRIDE:205:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:68] -cannon, west facing, middle row
[OVERRIDE:181:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:69] -cannon, west facing, middle row
[OVERRIDE:186:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:52] -cannon, west facing, middle row
[OVERRIDE:200:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:52] -cannon, west facing, bottom row
[OVERRIDE:208:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:52] -cannon, west facing, bottom row
[OVERRIDE:188:B:WORKSHOP_CUSTOM:Workshop:CANNON_W:musketmod_overrides:52] -cannon, west facing, bottom row
[OVERRIDE:8:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:80] -alchemist, top row
[OVERRIDE:246:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:81] -alchemist, top row
[OVERRIDE:14:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:82] -alchemist, top row
[OVERRIDE:153:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:96:16] -alchemist, middle row
[OVERRIDE:35:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:97] -alchemist, middle row
[OVERRIDE:15:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:98] -alchemist, middle row
[OVERRIDE:19:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:112] -alchemist, bottom row
[OVERRIDE:154:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:113:16] -alchemist, bottom row
[OVERRIDE:9:B:WORKSHOP_CUSTOM:Workshop:ALCHEMIST:musketmod_overrides:114] -alchemist, bottom row
[OVERRIDE:47:I:WEAPON:WEAPON:24:musketmod_overrides:0] - musket
[OVERRIDE:47:I:WEAPON:WEAPON:25:musketmod_overrides:1] - launcher
[OVERRIDE:47:I:WEAPON:WEAPON:26:musketmod_overrides:2] - mortar
[OVERRIDE:47:I:WEAPON:WEAPON:27:musketmod_overrides:3] - pistol
[OVERRIDE:47:I:WEAPON:WEAPON:28:musketmod_overrides:4] - bayonet
[OVERRIDE:47:I:WEAPON:WEAPON:29:musketmod_overrides:5] - bayonetted musket
[OVERRIDE:47:I:WEAPON:WEAPON:30:musketmod_overrides:6] - bayonetted pistol
[OVERRIDE:47:I:WEAPON:WEAPON:31:musketmod_overrides:7] - blunderbuss
[OVERRIDE:47:I:WEAPON:WEAPON:32:musketmod_overrides:8] - dragon pistol
[OVERRIDE:47:I:WEAPON:WEAPON:33:musketmod_overrides:9] - automusket
[OVERRIDE:47:I:WEAPON:WEAPON:34:musketmod_overrides:10] - tesla gun
[OVERRIDE:47:I:AMMO:AMMO:3:musketmod_overrides:16] bullets
[OVERRIDE:47:I:AMMO:AMMO:4:musketmod_overrides:17] rockets
[OVERRIDE:47:I:AMMO:AMMO:5:musketmod_overrides:18] grenades
[OVERRIDE:47:I:AMMO:AMMO:6:musketmod_overrides:23] cartridges
[OVERRIDE:47:I:AMMO:AMMO:7:musketmod_overrides:24] shot
[OVERRIDE:47:I:AMMO:AMMO:8:musketmod_overrides:26] battery
Somewhere with the other overrides (not sure it matters where).