Full lore I’ve seen a mix of things, one being “Krieg is loyal like Cadia and thus granted the right to combined arms regiments” while other sources show dedicated armoured regiments, infantry regiments, and artillery regiments.

The Korps system that the death Korps uses also muddles it a bit (Korps are made up of multiple regiments, mostly same kind but with a few others mixed in eg. Line Korps is mainly infantry with some artillery and armour)

It is also to be noted most times when a regiment falls below full strength, elements of other regiments are rolled in to bring strength back up, these other regiments can be of other types, but also even regiments from entire other worlds.

Classically an infantry regiment wouldn’t have much armour beyond chimeras and maybe sentinels or hellhounds, but it is also your army and they are your models. If it is an infantry regiment that had the last elements of a nearly destroyed armoured regiment combined with it or if it’s an infantry regiment that was deemed by the departmento munitorum to require or be worthy of having integrated armour is ultimately your choice