On this page of our guide to BioShock Infinite you will find the first part of a detailed walkthrough of Chapter 20 - Gunsmith's shop. In this chapter you just have to talk with a few NPCs.
Get to the last floor of the workshop and initiate a conversation with "spectral" Chen Lin. Once you're done talking go to the lower floor. You'll meet an alternative version of Lady Lin near the altar and she'll tell you where her husband's machines are being kept. There is nothing more to do here. After you have chatted with all NPCs return back to the Plaza of Zeal.