If you want to use the MetaXcan suite of tools, you will need to format your prediction weights in sqlite format.
how to convert fusion weights to predictdb format (sqlite)
Find a sample script that formats FUSION weights to predictdb format here
how to compute covariances between SNPs to use summary PrediXcan
If you want to use the summary version of PrediXcan, you will also need the covariances between SNPs Fine a sample script here