A Ruger handgun killed Sean Collier, and the prosecution asserted Dzhokhar obtained the gun from a good friend. But the friend's story is plagued by vagueness and inconsistencies that throw the whole narrative into question.
The burden of proof is on the prosecution. If there's no evidence found against the defendant, he is therefore innocent; he cannot be guilty simply because a microscopic possibility remains that some evidence against him might have been missed.