How do I modify my weapons?
I'm in the Mars mission and I've gotten a pile of weapon mods but I haven't found where to equip them. Do I have to wait until I'm on my ship or is there some way to swap these out in a mission?
You do need to find a weapon bench. There is one during the Mars mission, if you can find it, or you will eventually find one in the Armory on your ship.
If you end up at the screen with the words "Weapon Loadout," you've found the right spot. For the mechanics of how precisely to change out the mods, see this question.
There is also a weapons modification bench in the Spectre office on the Citidel. It's inside the firing range so you can play with you're new mods right there.