Okay, the instructions aren't clear about the specific gun, but they lead you, in battle, to correctly attach the arms. This is because the Transformers with this capability have a part called Assembly piece A, a screw that must be taken out to detach the arm connector. After I did this, I got it working and it looks good.

Looks very nice.

I enjoyed the toy, it's quite durable, and it was delivered very quickly.