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 Magic Wand is the following:
Holy Wand – Magic Wand + Empty Tome
Magic Wand is available by default and Empty Tomb is unlocked by holding 6 different weapons at once in a run for the first time.
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 ***
Hellfire – Fire Wand + Spinach
Death Spiral – Axe + Candelabrador
Bloody Tear – Whip + Hollow Heart
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
edit: fixed the typo on “tome”