Weapon Abilities in Pillars of Eternity 2 Deadfire (PoE 2) are covered on this page. In Pillars 2, if you have Weapon Proficiency in a particular Weapon type, you will gain access to the corresponding Weapon's Ability. You do not gain any statistical bonuses for having that Proficiency, you simply gain the Ability. If you use any Weapon without Proficiency you take no penalty, you just cannot use the Ability related to it.
Each Weapon Ability is a Modal Ability, meaning that it can be toggled "on" or "off" and you can do this any time, in or outside of combat. Knowing what each Weapon Ability is and what they do is important during Character Creation and leveling up, so that you select the Weapons that best fit your character's play style.