Sometimes later, Locke noticed there's a gun on Arlen's body, so he crawled to the body and got the gun. When Locke tried to suicide with Arlen's gun, Walt appeared and told him he had work to do. ("Through the Looking Glass, Part 1")
It's unknown what happened to Arlen's gun, after Locke left the Radio Tower.
Arlen's job title in DHARMA was most likely "Security", as his job title began with "Secu", and he had a gun on his body.
It's interesting that there's three different Arlen who appeared in the same episode "Through the Looking Glass, Part 1": Arlen from DHARMA, and Mrs. Arlen with her son from Jack's flashforward. Also, three of them only appeared in this episode, and the actor/actress who played them are unknown.