Weapons are tools.
I have the ability to go to my well's holding tank and grab a bucket of water then bring it into the house. Let's even say that I never get tired doing this. Do I still want indoor plumbing? Oh yeah.
Or let's say I am so strong I can carry unlimited (or as many as I can fit) numbers of grocery bags hanging from my arms. Yet I still want a backpack. It leaves my arms free and is a lot more comfortable.
Doing things isn't just about brute strength and not getting tired. If your elves find themselves having to fight humans a lot, they're going to want to create some tools to make it more efficient.
Weapons for humans are extensions of their strength and other abilities. Guns throw small pieces of metal a lot faster and more accurately than human arms can. Swords reach, cut, and penetrate better than sticks, which are better than fingernails.
Weapons also include protective gear. A shield or armor can save you even if you don't see it coming.
For the elves, magic and weapons aren't unrelated systems. They would use magic to help make weapons and they'd give the weapons magical properties. But would they have them? Of course they would! Weapons outside of their own bodies protect and extend those bodies.
Now, the elves' weapons may not look like the humans'. Humans can only wield one sword at a time (if the other hand is holding a shield). Elves may have several flanking them. Arrows might not need bows (or bows might not need two hands). Elvin weapons need not be made of metal (or certain metals) because their magic ensures they will not rust, bend, or break. They might even be enhanced birds, or artificial ones.
Their weapons might have eyes to see what the elf carrying it can not see (from the back perhaps). They might have volition. They also might not be just pointy things and head-bashing things. Weapons to capture humans might be desirable. Magical weapons can stay back and guard a pass after the elves leave. They can go ahead to scout.
Many of the elves' weapons would likely be forged swords, shields, pikes, plus bows and arrows. Because they are useful and familiar (because they never needed weapons before humans came along, so they'd start off by copying them). However they look, they'd have them.