In 7th, you definitely remove the closest model and do not pick up the weapon as Battman said.
As for the other 5 marines, they are just standard marines if the default group grabs 4 heavy weapons. Some of my marines have the tactical arrow on their shoulder, and I've never had someone try to say that I can't use them because their shoulderpad identifies them as tactical. There's also no rule that would enforce that fluff ruling that I am aware of.
I don't have the book in front of me, but in 7th edition, I'm certain that there is a limit of 4 heavy weapons in a devastator squad.
Those are 2 bits of game-changing misinformation for that unit from the GW shop. Closest models die, and loadouts are not able to be transferred from dead models.