Most families don't. Anyone who claims to be able to find your arms simply by looking in a book or a database is either ignorant or lying. Arms are associated with families or lineages. A coat was inherited by a child from his parent, either intact or somewhat modified. But any individual's claim to use a specific historical coat of arms rests on a family link with someone acknowledged to have used those arms.
Many unrelated families share the same surname.
Sharing a surname does not mean that you share the right to the same arms. Conversely, many families with different names have the same coat of arms. A coat of arms does not uniquely identify a family. A fairly small fraction of society ever used coats of arms at any time. Only a few Smith families actually bore arms.