I think some you craft, like the bombs and such, some you find, like some crappy 8mm pistol and some are unique...like the unique golf club...which has to be found as well. Some you can actually buy at any shop...which is considered a Gun Runners Arsenal.
I dunno, they're kind of stupid if you ask me. I don't see myself bothering with these challenges. Maybe if I already hadn't dominated the game like months ago I would have done these challenges as I played but after 73 hours of play time....no thanks.
I'll probably get the two 10K damage ones, I got the unique weapon one done yesterday in like 10 minutes but the achievements were glitched and I had to recover my account...so I'll do it again once they're up.
Gamefaqs - Where you TOO can get an extra dose of textual diarrhea.
The GRA weapons can be found being sold from Cliff at Novac, Ralph in Freeside, Torres at Hidden Valley, Gloria at Silver Rush in Freeside, Vendotron at Gun Runners, Chet in Goodsprings if any of the merchants are dead the vendotron at the gun runners will sell the dead merchants unique weapons might not get the standard variant all sell mods for the GRA variants of the common weapons like the laser pistol.