The statues required to unlock the Solar Gun can be found at the following locations:

STATUE - LOCATION
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.