As you play, you will see cores getting dropped by enemies. They are usually level 1 or 2. In the main menu, you can combine cores to create a higher level core. You will need to collect a lot of cores to be able to create 12 max level cores, but this isn't the issue with this trophy. This is the most time consuming trophy in the game because it is so incredibly rare to find a legendary weapon that has 12 slots in it. As I have mentioned a few times, there is very little you can do to make this trophy come faster. You are just going to have to grind and grind for a long ass time. You may of course get lucky, but it is unlikely. Keep an eye on every legendary weapon you find to see if it contains 12 slots and if it does, hold onto that thing tight, because you wont be so lucky to get another one again so quickly.
Insert 12 maximum level cores into a legendary quality weapon