All thralls will use the strongest weapon with which you equip them. They choose weapons according to quality, i.e. the same way they are tiered in the Smithing tree. What that means is that they will equip a 50 damage Daedric sword over a 60 damage, improved Ebony sword. They ignore enchantments on weapons, so if you want them to equip a particular weapon, you need to ensure that they don't have another one that they prefer.