Where can I find the alien weapon?

You might be talking about the Firelance. You can read up on it and how to get it in the link. Basically it is a part of a random drop encounter.

It could also be the Alien Blaster, which is very similar to the Firelance but easier to acquire. You have to get it from a crashed spaceship (which is very radioactive.)

The Alien Blaster can be obtained next to the body of a dead alien lying a few feet away from his crashed spaceship. The Alien Crash Site is found due north of MDPL-13 Power Station and northwest of the Greener Pastures Disposal Site. There are only 120 Alien Power Cells found at the crash site. A few cells may be obscured by the ground (standing vertically and partially underground).