Welcome, Aeglos!
It is said in the Silmarillion that Fëanor was taught the art of metal work by his father-in-law Mahtan, who had in turned learned from Aulë.
It was Melkor though, who suggested to Fëanor that he should make weapons, fomenting discord between Fëanor and his half-brother Fingolfin. Fëanor made a forge for fashioning weapons, and not even Melkor knew about that. It therefore seems reasonable that the Valar themselves did not know about the weapon-making until it had already been done.
As to why the Valar did not actively seize all weapons, perhaps they knew it would have been pointless: the Noldor had the means to make more if they chose.
x/d with Draugohtar
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Music alone proves the existence of God.
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