You're actually looking to attach skeletons to other skeletons.
This isn't officially (fully) supported yet.
However, Spine-Unity does have the BoneFollower component. BoneFollower makes a Unity transform follow the position and rotation of a bone.
So if you had a SkeletonAnimation of your gun or sword, you could add a BoneFollower to it and it could follow the bone of your other skeleton.
SkeletonUtility also allows you to add Unity transforms that follow your character skeleton's bone hierarchy, and you can parent your gun or sword SkeletonAnimation transform to any of those.
You would have to manage all the hiding and showing and animation setting yourself in this case.