If I recall correctly, you dont.
Once you pick up another weapon, you use that until degrades, then you revert to your default.

Ah. I'm picking them up but only get a chance to throw them. The ingame tips make it sound like you can upgrade equipment, so I was confused.

I think there might be a special key for attacking with them, check the controls.

you can pick up bigger weapons, that you use with "y" button if you have a controller