In every biome you can find one room with a shop, where you can buy new weapons, armor and helmets. Only if you have enough loot, obviously.

Near the shop you can see signs leading you in the right direction.

By pressing [E] when standing in front of the shop you can take a look at the items available. At the bottom of the screen you can choose the different item-types. On the left you get information about the item you're looking at and it's differences to your current equipment. The item is located at the middle of the screen. Take your time to decide which is best for you - and which you can afford.