Update: Turns out that there's an easier way to get this puppy into your hands, and it involves ... well, a puppy. Dogmeat, specifically. Once you've met up with this helpful pooch, return to the Overseer's room from whence you came and give him the command to fetch. He should break open the container and bring you the gun plus some starter ammo.
Who's a good boy??
Original story: Seen the Cryolator? It's hard to miss as you leave Vault 111 in Fallout 4. Sitting there, locked away in it's glass case, teasing you.
But what does it do and how do you get it? Well, it's not actually that hard to obtain. You just need to be level 18 with a Perception of 4 to unlock the Master Lockpicking skill. By my calculations that's actually around Level 20 (18 for the basic level requirement and another two for the Advanced and Master Lockpicking ranks you'll need). I'd estimate you level up about one point every hour or so depending on missions and activities, so it'll be a while before most people get hold of it.
If you haven't got time for that, or just want to skip to the end, then check out the gun unpacked an in action:
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