If everyone at the Boston marathon had a gun it wouldn't have changed a thing. There are a thousand people with guns who can't seem to get a handle on this guy. This is a global societal issue. Enough people in the world have gone to hell (not in a religious sense) to make the whole place uneasy for everyone else.
He's been in the US for a decade, going to high school, etc. Unless he went to Terrorist Camp in the summer, I don't see where he would have had a chance to get any serious training.
He's probably holed up in the crawlspace under someone's house right now, hiding behind a furnace.