Using the standalone disc version of Undead Nightmare/DLC, you will not be able to access any of the new DLC weapons in the original Single Player campaign. This is because the weapon unlock is stored on the Undead Nightmare disc, and there would be no way to access this information with the original RDR disc in the console.
^ what Baz said, you have to have the DLC downloaded in order for it to work on regular RDR. --- what is a 'SeC' you say? well a 'SeC' is a weird and wonderful thing... find out more at: http://www.speakeasyclinic.com/
also explosive rifle is from Liars and Cheats I know its in the collection but just pointing that out. it wont work in disc version of DLC if u really want the explosive rifle in vanilla RDR u need the original L&C download