Board Thread:Questions and Answers/@comment-45.126.199.121-20160319074754/@comment-25669516-20160319085408

After you defeat Shogun the first time you have to defeat him again in Eclipse mode to get his weapon.

If you mean the weapons in the shop then just make sure your game is connected to the internet and then open the shop. It will automatically prompt you to download the content for Shogun's act.