Sort of. Once a character gains their 4th ATB segment, they'll start using their finisher at the end of Attack strings as a Commando. Lightning's finisher is a backflip where she fires her gun mid flip. There's also one particular fight where, if you manually enter Attacks for Lightning, she'll use her gun (the enemy can't be reached by melee attacks). Unfortunately, there's no way to make her use the gun under normal circumstances.