Man wraps gun in coat (7)
I believe the answer is:
garment
'coat' is the definition.
'man wraps gun' is the wordplay.
'man' becomes 'gent' (gent is a kind of man).
'wraps' means one lot of letters goes inside another (inserted letters get wrapped up).
'gun' becomes 'arm' (I've seen this in other clues).
'gent' placed around 'arm' is 'GARMENT'.
'in' acts as a link.
(Other definitions for garment that I've seen before include "coat maybe" , "Covering" , "Vestment" , "Singular outfit" , "coat, say" .)