The shop on the map so far is Raze's Sword Shop, which sits inside Windy Peak, just below the peak marker and a few steps from the shrine. It is a weapon shop, which makes it the natural first stop on reaching the area, the place to sort out what you are swinging before taking on the bandits along the paths or the boss holding ground nearby.
Because it shares the Windy Peak ground with the shrine and the character Kuko, one trip covers all three. Unlock the peak's shrine on the same visit and Raze's becomes easy to return to whenever there is Wen to spend, without a long walk back from wherever the map has pulled you since. That convenience is the real reason to fold it into the first proper stop at the peak.
Open the Slayers 2 interactive map to see it with every other filter, or pick another from the list.