If she had a zanpakutou she would've used it in the fight against soi fong since she wasn't being outclassed. However if she has one it doesn't have to be the stereotypcial sword type zanpakutou and have just a weapon similar to soi fongs knife attachment onto her arms.
While spirits can't be hurt with normal weapons, i'd hardly classify yoruichi's hand combat skills and body as normal. Yoruichi's special ability - shunkou - would also probably be the equivalent of a bankai. As a member of the special forces she wouldn't have been limited to swords and chose to ignore the zanjutsu skills for mastery in hakuda, kidou and hohou.