Well, a henchman hands it to him after they take out the vehicle Cap and the others were in, at which point he uses it to blast Steve off the bridge. The weapons he seemed to have on him as standard were a pair of combat knives, a pistol, some grenades, and the scorpion. The other weapons were ones he seemed to have for specific scenarios. In anyways, Deadpool has already shown that blowing him up doesn't stop him for long, as seen when he uses that very tactic to escape that torture pod.