The Tower can be obtained in Memoria during Disc 4. At the top of the Recollection Room (the gray room with all the stairs), there is a small balcony that juts out in the direction of the bottom of the screen. Check the bottom-right corner of this balcony and you will see the ! field icon which reveals the weapon's location. Unlike other characters this is not Zidane's ultimate weapon but it is his second-most powerful weapon in the game.