A soldier can have two magic weapons via Enchant Weapon (during the game)/Embed Enchantment (after the game).
Edit #1: Actually, the example in the FAQ says "figure", it doesn't say "soldier", which could mean wizard, captain etc as Severon said.
Edit #2: As Severon pointed out, it's in the FAQ p.3
Magic Weapons and Armour – Magic weapons or amour my only be given to a soldier who carries a
weapon or armour of that type normally. In this case the magic weapon or armour replaces the
normal version and DOES count as an item.(Bolding mine)The joys of being on my PC with access to the rules, rather than being stuck at work.
