The games focus on stealth and finesse, rather than brute-force combat. In the first game, you don't start with any weapons at all. On the highest difficulty settings of some games in the series, being seen by an enemy even once is enough to bring certain defeat. Through the course of the game, Solid Snake gathers equipment and weapons to help accomplish his mission objectives, and gathers information by rescuing captives.
The series consists of the following games:
Metal Gear's purported purpose within the game is to allow a nuclear strike at any location with no advance warning and no clues as to who made the attack. (Unlike the obvious launch of an ICBM.) In principle, this would allow a hostile nation to use nuclear weapons with no fear of nuclear retaliation. (None of the games makes an argument for how this method of attack is different from one from a nuclear submarine, however...)
Warning: Wikipedia contains spoilers
In Metal Gear Solid 2, the newest Metal Gear "Arsenal" is a mobile underwater fortress, defended by a fleet of amphibious mecha. It was secretly built as part of a conspiracy by the Illuminati-like "Patriots", but is largely unarmed. Instead, it carries a supercomputer designed to monitor, block, and tamper with Internet communications, in order to further the totalitarian agenda of the "Patriots".