So, you don't know how to use HLMV or want to fix the "folder doesn't exist" error? If you know how to, you don't need to continue.
1. So first, open up hlmv.bat in Team Fortress 2/bin. Next, go to (Steam) Load Model, not (Steam) Load Weapon. *Edit*: If you want a class to hold a weapon, go to (Steam) Load Model, then the folders player/"class".mdl. Next, go to (Steam) Load Weapon and do the same steps as you would with (Steam) Load Model.