A water bottle is not commonly used in the Hunger Games as a weapon. However, to quote Ari Locus, D9 male tribute in 24th Games, "If you ever find yourself running to the Cornucopia and having to choose between grabbing a weapon or a water bottle, go for the water bottle. They're so useful, it's insane.
A water bottle is only used once as a weapon in Tears of Blood---in chapter 57, Ari Locus throws a water bottle at Aella Dekas's head. The resulting injury is non-fatal.