The statues required to unlock the Solar Gun can be found at the following locations. Note: Recommended weapons are the Moisin Nagent or 40 mm grenade launcher with flash bang ammo. Use the Solid Eye to help find the statues. The Solar Gun will be unlocked after you complete the game and meet Metal Gear Mk. 2.

Crying Wolf: At Stage 4: Shadow Moses, behind Snake's starting spot in the human phase of the Boss fight.
Frog Soldier: At Stage 1: Middle East, Advent Palace garage, atop the Nomad vehicle.
Laughing Octopus: At Stage 2: South America, in the Research Lab Boss room, upper right room.
Raging Raven: At Stage 3: Europe, on the top floor of the human phase of the Boss fight.
Screaming Mantis: At Stage 5: Outer Heaven, near the northern-most door during the human phase of the fight.