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Think of it something like this: I can pick up a sword in real life, and I can even swing it around, but if I were forced into a real life sword fight would I actually know what I'm doing? No, no I wouldn't.
The characters in these games are the same way. You can pick up a weapon, or put on armor, or use an item etc (usually), but that doesn't mean that the character has any idea what they're doing with it.
There's a mechanic called "Proficiency". The tool tip for the weapon, armor, or whatever, will say if your currently active character has Proficiency in that weapon or armor type. If not, then they get penalties for using it.
edit:
I should mention that to see what your character can properly use, go to your character screen (which for some reason is i for Ineventory) and click third tab (looks like 3 lines) for the Detailed View.
Then scroll down to where it says Proficiency Bonus and, immediately under that, you'll see Armour, Simple Weapons, Martial Weapons, Musical Instrument.
Hover your mouse over each of those and it'll give you a tool tip telling you exactly what you can use properly, or say that you have no proficiency in it if that's the case.
The game will tell you what your class has proficiency in. Some feats you can take later can change that, but for the most part it's relatively straightforward with RPG staples, ie a mage wears robes and uses a staff, wand, dagger, etc.... a fighter(warrior) uses swords, shields, mail armours, and so on.
You can pick it up or put it on, but if you are not trained in it, then you don't know how to use it.