So in the character creation screen eventually you get to personailze how the sprite of your character looks like, and it seems you can do something regardless of the weapon you use, but when i go into it it doesn't seem to show any weapon or any change on my character sprite. I'm not sure if this is a bug or i am not getting what i have to do here, or what buttons i have to press. My character doesn't have any weapons when i create it so... maybe is that the reason i don't see any when i personalize the sprite? I don't know, i feel like i'm not getting something, and the manual it's not clear about this, neither i can find info about this in google.

The sprite is fixed. So when you change to a bow and arrow, you will get the same animation. for example a sword strike.

Correct. The weapon graphic selected for the sprite has no correlation to the weapon actually equipped. As valamas said, the graphic is fixed. The same is true for enemy and monster sprites... it may appear as though they're holding melee weapons even though they may truly be using ranged weapons against you, or vice versa.