As N0T PENNYS B0AT confirmed, you only need to collect the gun once in combat and it Will be added to your Suplly Point Inventory. Near the end of the game you'll get to a very large suply with most of the weapons if you are missing a specific one.
The guns you can unlock are:
01.- Pistol (Found on the first missions/free world)
02.- Conqueror (Found on the first missions/free world)
03.- Machine Pistol (Found on the first missions/free world)
04.- PDW (Security Enemies)
05.- Bolt Thrower (Industry Enemies)
06.- OMNI rifle (Security enemies)
07.- Prophecy (Terranova Enemies)
08.- Minigun (Boss Reward/Quist)
09.- Shotgun (Security enemies)
10.- Cryo-Shotgun (Security enemies)
11.- Vortex Cannon (Unlock at Firearms Ability level 3)
12.- Mulcher (Industry Enemies)
13.- Plasma Riffle (Logistic Enemies)
14.- Arc Rifle (Logistic Enemies)
15.- Gravithon Tether (Unlock at Firearms Ability level 5)
16.- Pulse Beam (Logistic Enemies)
17.- Grenade Launcher (Security Enemies)
18.- Mass Driver (Industry Enemies)
19.- Jackhammer (Industry Enemies)
20.- Homing Rocket (Security enemies)
21.- Decimator (Found on the first missions/free world)
22.- Anubis (Found one during a battle on ground level on Southern Heights)
23.- Ragnarock (Terranova Enemies)
24.- Oblivion (This one can only be found at the top of the Terranova Science Center)