You can only go there after having reached the Epilogue.
It can also be found in a weapon case during the backroom-robbery of the drug store in Valentine. Quest giver is Algernon Wasp, who you will find in a greenhouse in the backyard of a big, blue house and he asks you to find Exotics for him.
You can keep track of how many firearms you’ve found under the Pause Menu, Progress, Compendium, Weapons.