The Phantasma shotgun can be obtained from different ways. The first one is buying it in the Market Console or directly through your Arsenal for 180 Platinum. If you choose this way you also obtain an extra weapon slot for your inventory and an Orokin Catalyst already installed.
The second option is to buy the Phantasma shotgun Blueprint in the Market Console to after craft it in the Foundry of your ship. This option is slower, because you need resources and time to do it.