You are already creating an instance of the weapon class with:
AMyWeapon* wep = GetWorld()->SpawnActor<AMyWeapon>(AMyWeapon::StaticClass(), spawnParams);
My last two comments refer to how you create a SkeletalMeshComponent on your weapon class to display the mesh.
The skeletal mesh can be set as follows (please note that I do it outside of the constructor):
// Find the Mesh
USkeletalMesh* WeaponSkelMesh = Cast<USkeletalMesh>(StaticLoadObject(USkeletalMesh::StaticClass(), NULL, TEXT("pathToYourMeshInContentBrowser")));
// Set mesh
Weapon->SetSkeletalMesh(WeaponSkelMesh);