The firelance is a random event. I've heard of players who have experienced it all different places - Anchorage War memorial, etc. I think if you have a higher luck, you'll be more likely to experience it.
I finally (my 4th character) experienced the event yesterday. You'll know it has happened when you hear a random loud explosion, like a rocket in the sky, followed by +1 radiation in your area usually. This happened to me when I was approaching Minefield by the water tower. The Firelance is a dull brown colour, so it can be sort of hard to find. If you have Dogmeat, he can help you find it.
Good luck! Also, some players have stated it is very difficult to find the firelance, but if you're on PC, you shouldn't have a problem getting all ammo, etc via noclip. The ammo is NOT in the gun, so you have to search for the alien power cells it also drops - 10-15 of them. They glow blue.