You will be able to buy some crafts that have gun slots. Your codex of choice should give you three, and contacting car dealers some others. Those are not interceptors that can go toe to toe with decent enemies, but you will be able to shoot down smaller ships. Proper interceptors take quite some time and even then you'll want a couple against the bigger enemies.
The academy flies around a a science vessel that I had never seen before, but I retreated when my shots bounced off the shields. I don't have proper craft missiles yet.