No, they don't. Justin Law was a Death Scythe, and as such, is an exception. The Golem had part of Arachne's soul, which must have been the soul wavelength Giriko used.

Demon Weapons cannot use their own Soul Wavelength in combat.

I choose to ignore the part of the anime that says Maka has demon weapon anything. How can you be HALF weapon when all weapons come from one made by Arachne?