This guide will help you farm the legendary weapon:
Frostmourne
First off, we will be required to port to Stairs of Destiny.
[Might and Magic] > Mission Area > The Stairs of Destiny
Find the NPC called "Lich Guardian"
Accept her quest; so you can see the necessary materials to obtain the upgrades for Frostmourne
Your first step will be to go into Lost Temple and obtain the base weapon - Frostmourne
[Might and Magic] > Supernatural Instances > Lost Temple
Once in there, follow the route through the instance, to get to the Ice Titan Giant which is near the end. That mob drops the base weapon - with a pretty high drop chance. If you don't get it on your first attempt, reset your instances and run again.
After you have the base weapon, your next step is to head to "Icecrown" for Icesoul
Below will be a map of each of the deposits; so make sure you have the Mining profession, before heading to Icecrown
[Might and Magic] > Worldmap > Northrend > Icecrown
After you have acquired enough Icesoul, your next step is to head to "Winterspring"
[Might and Magic] > Worldmap > Azeroth > Kalimdor > Winterspring
You're going to be looking for Chillwind Ravager(s) in the north of Winterspring for Shadowness Snow
The fastest step is the final one, Spatially Dust. This item comes from World Bosses.
It would be worthwhile dropping a message in the Discord #general channel or the Officers' chat in-game, to see if anyone has any spares.
Congratulations, you've acquired @Frostmourne
Pick up the next quest in the questline and continue your journey to maxing the weapon