Yes, they know how to mount a warhead and they do have mounted warheads. Otherwise, they would've never directly attacked Israel and Pakistan with such confidence, which are both nuclear states. They don't want to get severe sanctions like DPRK or Saddam, so they are keeping an ambiguity like Israel. Pakistan should have done the same- keeping it ambiguous. You don't need ordinary Harry and Joe to know you have nukes. If your adversary (to whom it may concern) somehow knows, that is sufficient. All you have to do is not to publicly confirm the possession.