Dr. Zahedi appears in one of the very early Outriders quests, and you'll need to find him before you can progress with the story. The quest is called "Dedication", and it'll give you your first glance at the First City, which will become familiar by the end of the game.
Zahedi will continue to make regular appearances during your campaign. He's responsible for any sort of crafting you want to do throughout the game and will appear with your camp in each new zone.
Finding Dr. Zahedi During The Dedication Quest
This is a straightforward Outriders quest with only one Elite, a Vanguard Captain right at the end. It's really an introduction to the sort of level design and types of combat that you'll experience throughout the rest of the campaign.
Dr. Zahedi appears at the end of the quest after you defeat the Vanguard Captain. We won't spoil what happens next but after a short chat, Zahedi will send you on a quest, and he will be unlocked at your camp in the First City to begin upgrading and crafting gear.
Crafting And Upgrading With Dr. Zahedi
Dr. Zahedi is your go-to NPC for upgrading your gear. You'll likely want to start upgrading the rarity of your gear later in the game, especially if you've grown fond of a piece of armor or weapon. There's also an argument that upgrading your low-level gear could be worthwhile for the Titanium grind in the late game
You can also mod your gear (changing up the mods on weapons and armor to better suit your class is always a good idea), and change up the Rarity and general level of your weapon and armor.
However, there's no need to spend too long crafting in the early game. During endgame Expeditions, Rare and Epic loot comes in huge numbers and you'll likely change your loadout multiple times throughout your playthrough.
Where To Find Dr. Zahedi To Access His Crafting Menu
Once you've completed the initial quest that introduces you to Dr. Zahedi, the doctor will reappear whenever you establish a new camp. You'll be able to change up your gear with new mods and upgrades whenever you visit your home camp. These are basically hubs that are set up while you explore each new area, such as the Forest, or Utargak Desert.
You'll quickly remember where to find Zahedi. Because of the way the fast-travel system works in Outriders, you frequently return to the Camp to receive new quests, travel back to Rift Town, and talk to other camp members.