You'll need to have completed one runthrough before hand, collected the 40 gold bolts, the base version of the 10 gold weapons and 250,000 bolts in order to buy all the gold weapons.
Once you have them, you need start up a second runthrough from the end of your first. You can purchase the gold weapons as soon as you land on Novalis (the first planet you land on after leaving Veldin for the first time). Just look for the teleporter pad next to the landing pad that wasn't there on your first runthrough. This takes you to the gold weapon room.