In English, if someone is carrying a gun, we might say, "He is armed." However, saying "He is armed" does not mean the same thing as "He is carrying a gun."
If I say, "He has food," that should not be translated as, "He has cheese," even though cheese is food and some food is cheese.
I could not find a dictionary that showed "gun" as a translation of "arma." I did find "arma de fuego."