Yes, but only a few do...Jenassa is one of them but one weapon she uses has to be a foresworn axe.
She dual wields anything. I'm not sure if she will if she has a shield, though. I've never given her one

Other followers are supposed to dual wield with Forsworn weapons, at least if they don't have a shield, but it seems to work a bit random. I've had Vorstag dual wield a couple of times, but he seems to prefer not to. Not a vanilla follower, but I've seen a video with Ulfric (modded as a follower) dual wielding swords as well.
And even warrior followers can go crazy with a couple of staves.