Evolving weapons happen by combining a max level weapon with any level of a specific secondary support item. Once you have both of those items you must then kill an Elite enemy and open the chest that it drops. The combinations for the Fire Wand is the following
Hellfire – Fire Wand + Spinach
Fire Wand is unlocked for all characters after destroying 20 Torches and Spinach is available by default.
If you're interested in seeing what the combo is for the other weapons they are listed below in the spoiler tag :)
*** Spoiler - click to reveal ***
Bloody Tear – Whip + Hollow Heart
Death Spiral – Axe + Candelabrador
Holy Wand – Magic Wand + Empty Tomb
Thousand Edge – Knife + Bracer
Heaven Sword – Cross + Clover
Unholy Vespers – King BIble + Spellbinder
Soul Eater – Garlic + Pummarola
La Borra – Santa Water+ Attractorb
NO FUTURE– Runetracer + Armor
Thunder Loop – Lightning Ring + Duplicator
Gorgeous Moon – Pentagram + Crown
Vicious Hunger – Gatti Amari + Stone Mask
Mannajja – Song of Mana + Skull O'Maniac
Valkyrie Turner – Shadow Pinion + Wings