Front Mission...

I was wondering what point the shotguns and flamethowers may have in this game. They weigh a ton, have less attack than the available rifles, and are only slightly more accurate. Any thoughts?

Also, how do I learn new skills?

Shotguns? Are you talking about those grenade launchers (or bazookas)? They do weigh more, but have a higher attack range. I agree that switching flame throwers for rifles isn’t really worth it in FM 1 as you don’t get any different skills. Flame throwers are way more useful in FM 3, though.
About skills, you need to level up and constantly use weapons related to the skill you want to learn. You’ll get “First” (you get the first turn with melee weapons when you’re attacking) if you use melee weapons often, for example. There is no exact level for you to learn skills, though, you’ll need some luck to learn skills early on.

I have Lloyd at lv 12 (I’m at grey rock) and about 1000 points on long and 600 on short but no skills at all. It gets annoying when some guy with two really strong guns switches 2-3 times with you not being able to do anything about it.