This guide will hepl you to understand how to unlock weapon recipes.
Guide to Unlock New Weapon Recipes
You forge them at the blacksmith.
At the blacksmith you got a list on the left side, which contains craftable weapons for the character selected on the top left of the screen.
Once you select a weapon you can afford press the button on the bottom of the screen.
Not all characters got weapons to craft right now, they will be released during early access.