How would I make a custom hotbar?

The basic premise is this:

You need a ScreenGui with a Frame and some labels; Alter that Gui to look however you want it to look.

Then, in a localscript inside of the GUI, you'll have to write control functions.

This could be something like:

local inputservice = game:GetService("UserInputService");
local labels = script.Parent.labels;

inputservice.InputBegan:connect(function(input)
    if(input.UserInputType == Enum.UserInputType.Keyboard)then
        if(input.KeyCode == Enum.KeyCode.G)then
            -- player pressed G, so equip the grenade and set the grenade label's color to red
            equip("Grenade");
            labels.GrenadeLabel.BackgroundColor3 = Color3.new(1, 0, 0);
        end
    end
end)

Can't get everything from ScriptingHelpers, so you'll have to figure out how it all goes together yourself. :P