I do believe they mention Lee picking up her gun at point, I don't remember.
Look at the trivia, it tells you how Lilly would have Carley's gun, and that she killed her with it xD. Also that Lee picks it up and uses it to train Clementine, kill walkers, etc. The gun is dropped in ep 5. If Ben is alive he saves it for you.
Making it one of the great things of keeping Ben, beside for telling Kenny off :P