I don't think he has endorsed Trump to this point. I'd be pretty surprised if he did - Trump's nastiness is contrary to Arnold's own campaigns and policies. Arnold was only successful politically in California because he openly opposed the hate-based policies of the right wing of his own party.
I did find this:
At the 2004 Republican National Convention in New York, when Schwarzenegger was the party’s brightest new star, he changed his headquarters from the Mandarin Oriental Hotel, at Trump’s request, to stay at the Trump Hotel just across Columbus Circle.
Schwarzenegger’s wife, Maria Shriver, asked, “Why are we in this dump?”