Sneasel doesn't hold a claw in the traditional sense. It's a Pokémon, not a real animal, and it doesn't actually carry objects like a claw.
It's likely you're thinking of Sneasler, a Pokémon that evolves from Sneasel. Sneasler is known for its Razor Claw, a special item it can hold. This item boosts the power of Normal-type moves by 20%.