Go to the postmaster for the sparrow and you can also go to the lady to the left if the postmaster Tess I think is her name. With the weaponry they don't give you weapons. They give you early access to the vanguard armory. You go towards the ship bay and go to the vanguard quartermaster on the right side closest to the ship bay and you can but the vanguard weapons that requires you to be level 5 for 250 glimmer a piece. Hope this helps!

I've tried the vanguard thing but they don't show up

You go to the vanguard quartermaster. That's where the vanguard armory weapons are. They won't show up anywhere else. Go like your going to the ship bay. You pass the little robot on your left go down some stairs and make a left after the stairs. Keep walking and turn right to go to the guy behind a desk. This is the vanguard quartermaster where your vanguard armory weapons are. They are green uncommon weapons and there should be a auto rifle,hand cannon,shotgun,sniper rifle and a helmet. That's the dlc weapons. If that doesn't work shut off your console like a hard restart or try unplugging it for 30 seconds. If that first work uninstall the dlc and reinstall.