How do I convert a .map file into a .bsp file?
Compile the *.map
Do I do that with GtkRadiant?
You can do this with GtkRadiant, yes.
Radiant uses q3map2 as a compiler to compile your *.map files.
There's also a tool called Q3Map2Toolz that i use to compile my maps.
It also uses q3map2 (THE *.map compiler of your choice

)
And how do I put guns and ammo into my map?
Right click in your editor window (not into the 3d view) and choose the weapon you want. Same procedure as placing health packs and other entities. If you can't find the nexuiz-related weapons you made something wrong with setting up Radiant for Nexuiz.
-Thanks for your help so far, I know I seem tedious with all these *noobish* questions.
No problem.
Also i know that my answers are a bit short in explanation, because all these basics are well explained in tutorials all over the net.
I would suggest that you take a look at this thread:
http://www.quake3world.com/forum/viewtopic.php?t=290
These tutorials are made for quake 3 but it's the same as for nexuiz.
bleach->aneurysm->straledm5->dieselpower->space-fun->o-fun->runningman->runningman1on1->aggressor(conversion)->soylent->bloodprison->bluesky->ruiner->reslimed->strength