Weapon mods can not be built. But:
- The black market will often offer you weapon mods in exchange for intel.
- The "Vulture" perk in the Guerilla Tactics School will increase the number of mods you find.
Another thing you can do which doesn't give you more weapon mods per se but increases their availability is getting the continent bonus which allows you to remove mods from weapons and put them on different ones.
Also keep in mind that when a soldier with a modded weapon is injured, you can temporarily equip them with an unmodded weapon to make the modded weapon available for other soldiersanother soldier. So you don't need enough mods to mod the gun of every soldier, only enough for a full squad.