This may be a totally stupid question, but what button do I use to transform my trick weapon?

You need to unlock the ability first, which I think is tied to entering the house after you get 1 insight. once you do, you change it in the menu. simply hover the weapon in your wheel and press L1 (same button you use to shoot) to transform it. it's awkward by design, there's no way to change it without the menu.

If you're using the keyboard, it's not the L1 equivalent to transform in the menu, it's the interact button "E"