You can only play with pre-defined weapon sets.
You can find what they are called by looking in your gesource\scripts\loadouts folder where you have two files, one for custom weapon sets which you can make and one for default weapon sets.
If you really want to play with all weapons at once you'll have to use
sv_cheats 1 and then use
impulse 101 in console which will give you all weapons and armor, anyone else who uses that command will get the same so long as sv_cheats is enabled.
Edit: Ninja'd