You can purchase ammo/sights for your owned weapons from the Store in the Cache at any Outpost.
Buy the ammo/sight from the store, then click on Storage and transfer it to your Inventory/Backpack.
Exit the Cache and bring up your Inventory in the menu screen.
Click on the rifle you want to add the ammunition/sight to and it will bring up a menu on the right hand side of the screen.
You will be able to select the sight and the ammunition you want to use.
Exit the menu and reload your rifle/you sight will be displayed.