There is a very easy way to do this and this is how i do..
Go to the object editor...go to abilities and then click on new ability then change the "Units" abilities to "Items" and take the Armor Bonus +1 since it is the easiest...when you have it change name to whatever weapon you wunt it to be named, then change the Item - Ability to False so that your units can use it then change Art - Target Attachment Point 1 to right and then hand in separate strings
this will place it in your right hand, you can also do the same thing as left and then hand
there are other string names but i forget what they are called you could just google it though, there is a whole list of them...