Well, let's cover all the bases. First, in your loadout.ini do you have an entry like this: 
  
[AirToAir] 
Loadout[01].WeaponType=Tank_f86 
Loadout[01].Quantity=1 
Loadout[02].WeaponType=Tank_f86 
Loadout[02].Quantity=1 
Loadout[05].WeaponType=AIM-9B 
Loadout[05].Quantity=1 
Loadout[06].WeaponType=AIM-9B 
Loadout[06].Quantity=1 
  
In your weapons folder, be sure there's a weapon in there for each weapon type and the name must be exactly the same. So in my case I must have a weapon named "Tank_f86" and one named "AIM-9B" 
  
Then, in your <aircraft>_data.ini file go to the Weapon Stations section. You should have an entry like this: 
  
[sidewinderStation5] 
SystemType=WEAPON_STATION 
StationID=05 
StationGroupID=2 
StationType=EXTERNAL 
AttachmentPosition=-1.50,2.40,-1.10 
AttachmentAngles=0.0,0.0,0.0 
LoadLimit=72 
AllowedWeaponClass=IRM<--This must include "IRM" in the list of weapon classes 
AttachmentType=NATO,USAF<--To carry sidewinders you'll have to have "NATO" or "USAF" in the list. 
ModelNodeName=left_rail 
PylonMass=45.0 
PylonDragArea=0.04 
  
If all that looks good, we'll have to continue and look for other issues.