First make sure that you've subscribed to the optional addons.
You can find the skins workshop collection here: https://steamcommunity.com/sharedfiles/filedetails/?id=2210311606
You can access this in-game by typing !content in chat.
!content
If you've just subscribed while in-game, most issues can be fixed by restarting your game.
If you still cannot see your weapon skins, you can try uninstalling and re-installing.
menu_cleanupgmas
The last, but nuclear solution is to clear the stored workshop addons and letting steam re-obtain the files.
You can do this by following the steps below: