Mass Effect: Andromeda handles weapon equipment a bit differently than past games. You'll need to setup a loadout at a Loadout Station before heading out into combat where you won't have access to new options.
Loadout Stations are found throughout the world of Andromeda, most commonly in major hubs. The most accessible location is in the Airlock area of your Tempest ship.
Options for what you can equip in your loadout are limited by the role you choose at the beginning of the game. Also note that your loadout includes armor, which there are several of, as well as which squadmates follow you. All these things must be defined at a Loadout Station, making your choices very important.
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