Instructions
Research steampunk language. In general, steampunk uses extremely ornate, superfluous words in place of simple nouns and verbs that describe an item. For example, a washing machine might have a Steampunk name as "Miss Pennyfarthing's Hydro-electric Frock Osculating Mechanism." The longer, more ornate and weirder the name is, the more steampunk it is.
Choose a steampunk name for yourself. Assuming that you're purporting to be the creator or owner of the patent on these weapons in the greater steampunk universe, you'll need to have a fanciful name to associate with your creations. Steampunk scientists or inventors usually add the title of "Doctor" or "Professor" to preceded their name, which gives them an air of authority on the topics they extemporize upon.
Decide what the weapon is meant to do and choose a verb for the title. A sword becomes a "poking device," a gun becomes a "exploding expiry gadget," and so on.
Add in some superfluous words for show. Again, steampunk language is about being flowery and ornate--using concise language to describe an item doesn't fit the sub-genre.
Put all these elements together to create your weapon's name. For example, the simple laser ray gun is now "Madam Danger's Anachronistic Lightening-powered People Annihilator."