A weapon is absolutely doable. The US military have dolphins trained both in mine detection and removal, and in mine placement - they attach a magnetic submersible charge to the harness, and the animal then rubs along the vessel, attaching the charge. The same technique is used for attaching tracking beacons, listening devices, and anything else you might want to affix to a target vessel.

The behaviour that has been described for this whale ("tries to rub the straps off") is absolutely in line with this training.

So, no, the whale wasn't kitted out to have a Vulcan cannon mounted on it, but explosives, potentially.