Well I cannot find anything that says that a Pokemon has held an item that was used in a battle, so,
NO the Pokemon in the anime do not hold items that are used in battle.
I mean when you think about yes they can hold items. They have hands and all. But there isn't a show where a Pokemon was seen using an item.
So to break it down a bit,
They can hold items
Items are not used in battles
There are items featured in the anime, such as the Razor Fang
But in the end items are not a large part of the anime