Do you let players invest creation points in out of career skills?

E.g. weapon skill isn't on their list. Can they buy it at creation? Is there a rule against it?

Nope, you can't do it. Players guide Pg 37, first paragraph of skill training.

However, later on it says you can train a skill from your class, race or "other source", and I would be guessing "other source" is GM approval.