I unlocked it and yet it doesn't show up above my characters when I play... Where do I go to equip it?

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every time i try to start the game, it just doesnt

(im broke)

I hadnt played Zephyr until I tried to get the Array Orb achievement. At first he was fun to play but when it got to around 15min so many things were spawning and I just could not handle it. It was ridiculous to the point where I feel like I must be missing something?...