They will go and find weapons.
Or wrestle...
Also hunting is for barbarians, learn to farm.
I've got to disagree with you there :D
The in game guide says that farming may be hard with larger fortresses, most often you won't run out of animals to kill. If you do, just use cows instead.
I figured out how to give the hunter a crossbow, before embarking you must set your hunter to be an ambusher, I also recommend starting with some dogs to train into hunting dogs.