Charly by Belgian authors Magda and Lapière, a French-speaking bande dessinée published between 1991 and 2007.
Protagonist was a child who found a spaceship, which was as tiny as a toy. He/she took it home.
Charly, a six-years-old, is offered a Cap'tain Foudre (Cap'n Lighting) model rocket by his father. It's quickly revealed that the toy can think and act for itself, and will do anything to please the child's unconscious desires, including murder.
The ship had some sort of ray-based main weapon, the effects of which where dangerous, so the child effectively had a raygun.
Below is an extract of the first issue, Jouet d'enfer (A toy from hell). This is the first time we see the toy acting for itself: Charly is playing in a park and a German Shepherd attacks him; the rocket reacts by blasting the dog with the raygun you remembered.
The comic was a short series, with the child having several adventures related to the spaceship-finding and the ensuing drama.
The drama you referred to was likely the army going against the toy, since a war weapon should obviously not be handled by a young child. Overall, the series has 13 issues, but it's divided in cycles, not all of them including the toy; only the 4 first issues deal with it, the rest drift a bit.
Below is the cover of the first issue, Jouet d'enfer.
Found partly by memory, confirmed with the Google query vaisseau jouet site:ederweld.fr since I knew I was likely to have first read about it on this particular site - and indeed, there's a "weekly reading recommendation" about it!
