To get the Pyrana you have two options, the first one is to buy it for 175 Platinum in the Market Console of your ship or directly through the Arsenal. If you choose this way you also get an Orokin Catalyst already installed and an extra slot for your weapons inventory.
The second option is to go the Dojo of your Clan and buy the Blueprint in the Tenno lab. To be able to buy this Blueprint first you must have completed the corresponding research. All of this requires resources, both the investigation and the crafting of the Pyrana in the Foundry of your Orbiter.