You unlock weapons with gold. Gold obtain you when you killing enemies, loot chests, relics and golden cats. You get also extra gold (+50%) for killing enemies with a headshot.
For the achievement you have to unlock all main weapons, all secondary weapons and all grenades! As you can see in the game, it will be cost a lot of gold.
Gold is saved in your bank / account only after you finished a mission, there is currently no trick or glitch to farm gold without completing missions.
Here are my advices, as first and when you start new with the game, increase the enemy spawnrate and play on easy. The game is not really hard and more zombies = more gold, less grind after finished the game. You can increase the spawnrate in the mapoverview if you hit the X button over a mission.
If you have already finish the game you must be grind a lot. The fastest and easiest way is mission 1 (don't forget to decrease spawnrate if you have raised it) and run through all areas without killing the (mostly) enemies except when the path is blocked (once) or too many enemies are attacking you (scorpions are really annoying and they chase you everywhere)
Loot all chests, loot all 6 relics, shoot the 6 blue cats to open the golden cat door, loot the golden cat at the end and you should get around 13000-16000 gold in 15-18 minutes.
If you want you can also play "slowly" and kill all zombies (with increase spawnrate), loot everything like in the "speedrun" and end it about 20000-23000 Gold in 25-30 minutes but maybe with less stress. It is your decision ;)