Last I looked, there are 8 decades yet to go till the end of the 21st Century. Most advanced weapon is yet to be thought of yet, probably.
Towards the end of the last millennium, economics considered labor, capital, time, and information to be the four resources used in economical production. I'd add land to that.
You mention a single soldier and a couple of pretty useless weapons brought with him/her. (They're nearly useless unless there is some stockpile of ammo and spare parts for them). So, this soldier is going to magically become an influential member of some aristocracy? ..OK.. And s/he will magically have wealth to spend (capital)? ...OK... As well as the labor (workers)? ? So, given all that, which doesn't sound very plausible to me, then what could he build? In a month? or in 20 years? Makes a big difference.
I'd probably go with mortars. That's assuming we want to limit it to small arms and not things like weaponized anthrax or bubonic plague, and that dirigibles and propaganda don't qualify as weapons in this scenario. The most "advanced weapon" I can think of would be a radio. It could broadcast "messages from God" for the faithful to pick up arms and join my Crusade.
I find your question too vague. What would the goal be of the soldier? What are the limitations in his resources? What society would he be in?
In reality, anyone from the nowpresent era finding themselves in the year 1600 would probably have a very very short life expectancy. They'd be robbed quickly and since they couldn't speak the language, would have virtually zero power.
BTW, you're not going to be able to build a forge and make steel from the information available on wikipedia or Encyclopedia Britannica. You need more specific information than the superficial stuff you find on-line.