Collectibles in this game are earned by spending points in the slot machine, which can be found under "My Page > Customization". The slot machine costs 2,000 credits at first. Once you get all of the emotes it will cost 10,000 credits. You can earn points by doing things like playing the campaign, training, and collecting the "cubes" that bosses and random guys drop when you kill them. Sometimes the "cubes" will give you more than just points, example, it may give you a Noms de Guerre. So make sure to collect these fast, as they will disappear after a few seconds.
"Noms de Guerre" is a french expression that roughly means war name. These are the different titles that you can apply to your name.
If you are looking for a specific weapon and don't want to wait for the slot machine to randomly give it to you, you can save up a lot of points. Go into the slot machine, and use up all of your points. If you don't get what you're looking for just exit to your dashboard. The more points you have saved the more spins you will get and the more chances of getting what you want.