Kingmakers weapons and vehicles
You bring the future to a medieval war: pistols and rifles up to a minigun, explosives, air support, and vehicles that start with a motorcycle and end in tanks. The details below come from the second developer blog and the Gameplay Deep Dive. The blog used real-world gun names for familiarity and said the game itself cannot use those trademarks.
The arsenal described so far

One detail the lists leave out, from a reply about pairing guns:
“There are a variety of dual wield weapons, but you can’t just dual wield any weapon.”
“While we can’t use real-world trademarks in the game, we’ve modeled the weapons to closely resemble their real-life counterparts, so for the purpose of this dev blog only, we might refer to some of them in here by those familiar names.”
Redemption Road. From Steam announcement: Dev Blog #2, Bringing A Gun To A Sword Fight
Bullets through walls
“High-caliber guns, like LMGs such as the Norma, can shoot through multiple walls and even take out several soldiers behind it with a single shot.”
Redemption Road. From Steam announcement: Dev Blog #2, Bringing A Gun To A Sword Fight
Penetration is also an upgrade path. The same blog lists magazine capacity, armour penetration and long-range accuracy as things you can improve, paid for with what you loot.
“You can improve things like a weapon’s magazine capacity, its armor pen, or its accuracy at range.”
Redemption Road. From Steam announcement: Dev Blog #2, Bringing A Gun To A Sword Fight
Why there is no sword
“When it comes to melee, we originally had a sword and shield for you, but realistically, swinging a sword at full plate armor isn’t very effective; that’s why we swapped it with the big sledgehammer.”
Redemption Road. From Steam announcement: Dev Blog #2, Bringing A Gun To A Sword Fight
That also retired an answer in the old FAQ, which said the first weapon you would hold was a sword and shield.
What you are shooting at
“Not all enemies wear the same armor, you’ll encounter armor tiers ranging from steel to hardened steel to gold titanium alloy, which is both stronger and lighter than steel.”
Redemption Road. From Steam announcement: Dev Blog #1, Meet the Troops You'll Command in Kingmakers
Enemy officers are the armoured problem the upgrades exist for; how they work is on Kingmakers units and officers.

Vehicles and air support
The Deep Dive describes the vehicles as something you earn over the campaign:

“Fortunately, you can call in a motorcycle to get around quickly.”
Redemption Road. Said in the tinyBuildGAMES video: Kingmakers - Gameplay Deep Dive
“Later in the campaign, you’ll be able to call in cars and trucks that offer more protection.”
Redemption Road. Said in the tinyBuildGAMES video: Kingmakers - Gameplay Deep Dive
“Eventually, you’ll earn armored vehicles and tanks.”
Redemption Road. Said in the tinyBuildGAMES video: Kingmakers - Gameplay Deep Dive
The earlier blog set a smaller target for day one of Early Access, and it is worth reading next to the video rather than instead of it:
“At Early Access launch, there will be three player driveable vehicles available: a motorcycle, a convertible car, and we’re hoping to get the tank in on time too.”
Redemption Road. From Steam announcement: Dev Blog #2, Bringing A Gun To A Sword Fight
“In co-op, you won’t be able to share vehicles with teammates yet; instead, you will each have your own.”
Redemption Road. From Steam announcement: Dev Blog #2, Bringing A Gun To A Sword Fight
Aircraft: calling them in is not flying them
The blog also named a helicopter to pilot, and the Deep Dive lists helicopters, airstrikes and turrets among what you eventually get. Asked directly about tanks and planes, the game director separated the two things a player might mean:
“Tanks, yes. You can call in air support currently, and we have been talking about adding the ability for players to directly pilot planes/helicopters.”
So air support you call in exists in the current build, and flying an aircraft yourself is still under discussion. The blog also listed flamethrowers and incendiary bombs as being explored. When a player asked where the flamethrowers were, the director answered in one word, work in progress (said in Paul Fisch on flamethrowers, Steam discussions); nothing newer has been said about incendiary bombs. Where any of this lands in the first release is covered on what Kingmakers Early Access includes.