The boy in "Arms and the Boy" seems innocent in a couple of different senses. He's innocent in the sense of "not guilty" (the weapons are the real bad guys in this poem), but he's also innocent in the sense of inexperienced, young, unaware yet of the painful realities of war. Governments, weapons, and warfare in general, though, are doing their best to take away his adolescent innocence.
One of the great tragedies of war is that young, innocent people are forced to do all the terrible work of killing. The poem claims they should be doing something else, like laughing and eating apples.
Despite what they must do, soldiers are innocent. The real guilty parties are the weapons.