The way the National Guard works is that the federal government owns the equipment and the state owns the personnel. The federal government (National Guard Bureau) decides (with some state coordination) what capabilities units in the states should have and then loans the required equipment (weapons, vehicles, radios, etc). Then it is the responsibility of the state to ensure personnel are trained to perform their mission for the desired capability and using that equipment. This is primarily accomplished by training alongside active-duty personnel to ensure training parity. It happens frequently that the DoD, in conjunction with the NGB, trains parts of the Reserve Component (which includes the National Guard) to perform missions that they may not be equipped or positioned to perform.
Operating nuclear missiles would be one such example. In my experience other examples would include Reserve and NG Military Police performing law enforcement on military installations, operating the Disciplinary Barracks, conducting CID investigations, and so on. They train with these capabilties in mind but only perform the mission when called upon, sometimes for up to 30 days annually, or for longer periods of time less frequently (i.e.: a "deployment").