Most Sub-Weapons require ammo to use. Ammo is found as a random or respawning pot drop for most Sub-Weapons. The exception is that the Pistolrequires a purchased item Ammunition (around 400-500 gold) to refill the weapon with 6 shots.
Some ammo refills are more common or only found in a certain area. In Addition, you can buy ammo in some shops across the ruins. Make sure you are well stocked with all kind of ammo for your Subweapons when you enter Hell Temple. Most Guardians are easier if you bring a lot of a certain subweapon.
Note that supplies for subweapons can only be bought after obtaining the subweapon itself.