The only Weapon that comes with this DLC is the Emerald Sword, which is the green sword on the far right in the picture below. There appears to be a glitch where if you unequip the sword even once, it disappears from the Weapons Frog. Resetting Hatty Hattington seems to solve this problem.
How To Unlock
Obtain one achievement in the XBLA game BattleBlock Theater.
Download Can't Stop Crying Pack DLC for $1.99.
Purchase BattleBlock Theater through Steam and start up Castle Crashers.