Awesome Guns is built on the milestone (1.0) release, and has a different set of instructions for installation than the latest nightly version of openxcom (OXC). I would strongly suggest not trying to mix these two mods.
Are you trying to install the 1.0 or the latest nightly version of OXC? For FMP to work, you should be using the nightly, and should either create a standalone installation or completely remove any traces of OXC 1.0 from your computer before trying to proceed.
When the latest nightly version installs and you run the game for the first time, there should be an openxcom/user/mods folder - this is where you place the FMP folder and any other mods you want to use.