Nothing special to this: during the game you will find blueprints and clues how to find them. Collect 40, then go to Erewhon and buy five Weapons on Demand from Maria's shop (for some reason, three was enough for me, go figure). There are a total of 70 blueprints in the game, so you'll have no trouble getting to 40.
Do note, however, that the bonus blueprints included in the Season Pass do not count towards the trophy. So, you may have to possess 43 blueprints before you will be able to earn this.
To check how many blueprints you have, go to menus, Objectives Board, Weapons Objectives. The number of owned ones is on the left hand side of the screen.