Assuming that by "weapons" you mean stuff such as energy swords, whips, axes, etc
They likely could, considering how users of Matter Manipulation have control over atoms, molecules, particles, energy, quarks, etc. They could manipulate those building blocks of matter to seemingly create weapons out of thin air. If the matter manipulator has enough knowledge, skill, precision, and experience; they could likely construct weapons decently fast as well.
However, if by "thin air" you mean creating weapons from literally nothingness, then I don't think they could do that unless they also have Matter Creation, like Yagworm said