In the original book, the Musketeers use guns all the time. When they are actually serving in combat as soldiers (like the breakfast scene during the siege of La Rochelle), they use guns. When they travel and expect to be ambushed on the road by the Cardinal's men, they bring guns with them as well. However, many of their adventures and fights take place on the streets of Paris or in other civilian contexts, where hauling a musket around would be both inappropriate and a pain in the ass. A sword, hanging at their side, befits their status as gentlemen and is much easier and more useful to carry on a daily basis than cumbersome 17th century firearms.