You need to go to an enchanter! There's one in the westernmost part of Broken Valley who'll do the work for you; he can be found on the following map where the "9" is marked:
http://guides.gamepressure.com/divinityiiegodraconis/guide.asp?ID=8142Edit: nearly forgot, in addition to enchantments there are also charms, which you can do yourself by right-clicking the weapon in your inventory and selecting "charm" (if it has any free slots that is). Bear in mind that charms can't be removed, however.