How to add props to my character?

As Golaem fully supports fbx's features parenting or any other constraint could be an option but the best practice to add a weapon or any props to your Golaem Crowd characters would be to add a joints to your character rig and then skin your weapon to it. This way you will be able to get a weapon effector in your Skeleton Mapping and then use it with the SetBone Behavior or Detach Behavior

Add a limb into the Character Maker to map your weapon joints as an effector.

Right-click on your bones in the skeleton tab of the Character Maker and edit its physical properties. 

Try to match the physical shape of your bone to the object. For more control you can select it and move it in the viewport.

This way the character's props will be visible in physics shape and will benefit from the Detach Behavior when physicalised.