In order to equip a second weapon, not only do you have to have the skill, but you have to have the weapon. In order to buy the second weapon, you just go to the shops in Rionolianthu.:

Elves, Clerics, Dwarves - Outer Rim
Human Rangers - Hybernia
Human Knights - Avalon or
Human Mages - Avalon
Human Merchants - Rionolianthu
Human Lancers - Rionolianthu
All Other Humans that Aren't Clerics or Rangers - Avalon)

You may purchase certain weapons at stores in your area, later on there will be inter-continental travel via port cities, and it will cost money. When that happens you will be able to travel from area to area. Some places cannot be reached by some cities, you may have to go out of your way to get to where you want to be.

All weapons and armor will be available in Rionoliathnu, the major economic center of the world. But some minor equipment may be available at your realm's general store.