It's got a stupid name like 'little toy gun', which I can't remember atm. Anyway it's something like that, and you have to upgrade it once or twice to get ultima weapon.
That was an inside joke added for the veteran fans. A throw-back to the spoof weapons of the original Final Fantasy VII -- Aeris' "Umbrella," Cid's "Mop," Cloud's Nail Bat," etc.
In Edge, after you've wiped out the snipers, and you're protecting the little boy, follow that part through. After you've finished protecting the little boy, turn around and go straight back into the door you just came out've. The Toy Gun will be in there. You then need to upgrade it to the Golden Toy Gun, then upto Ultima Weapon.
It can be expensive though, so you'll probably need to swap your EXP for gil later on.
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