Most star systems have weapon and component blueprints for sale.
Some advanced blueprints come in many parts.
Once you have purchased all the parts for a particular blueprint, you will unlock a new component to use on your ships (providing your level is high enough).
You can purchase blueprints by docking with either a Civilian or UTA station.
Each station will sell a unique set of item.
Most stations will not deal with you if your relationship is too low, so be careful who you piss off.