Fresh 50, quick dumb question

[Enkidoh]

You can do that if you wish (there's a status icon specifically for those wishing to have materia melded to gear), but you might also be able to find a weapon on the Market Board with the materia already attached, as a lot of players sell equipment pre-melded with the required materia for this reason (it's how I got the sword I needed for my Relic quest).

This might turn out to be more expensive than buying everything separately though, but it's an alternative.