On a planet/base go to the equipment dealer, and scroll down till you find the weapon(s) you want to mounbt. You must have a free weapon slot before proceeding past this point.
Once you have a free weapon slot, look at the icon on the left of the gun. If the weapon is unmounted, there will be two bits from a jigsaw that are not joined. The jigsaw pieces will be blue if you have a free weapon slot. Click the jigsaw pieces and you will hear a noise, nothing major, its just hard to describe lol. The weapon will then be mounted.
I had the same problem, and I let my m8 borrow the game and he discovered it. It saves selling a Class 10 Weapon, for example CEREBUS, for 36k, then buying it back for 120k.
Hope this helps,
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http://www.cardamine.net/