There is no weapons room (the guards in the empty room say that that room is a decoy, and that the real weapons room is somewhere else, but it is not anywhere you can find in the game).
The closest you can get is the room in the north east part of the first level of the citadel, with a bunch of stuff behind the counter, most of which you can not reach by normal means. Once you get a summoning doll, however, there is a way to get it behind the counter to grab stuff.
armory trick in act 1Head back to where you first entered the citadel, and take the stairs back to the pit level (where you ended up after jumping down the pit in the arena near the start of the game). The summoning doll is a reward for helping the imps in the kitchen there, which can be done on that level.
The act 1 doll is the only one which can equip a ranged weapon (crossbow), so (set to aggressive mode) can be handy to provide support in tough fights. Keep it behind your main characters, though, since it would not last long in melee combat.
Right after the cutscene with Samuel, try retreating back towards the stairs. If any follow you (likely only 1 or 2) you can take them on without attracting the attention of the others. If they do not follow, you can have one character advance slowly and attack with magic or a bow, then withdraw to lead one back to the other character.