Aspects determine what is important in the scene. Those scene aspects defined when the scene is framed are the ones that the GM deemed to be important in the scene; the ones that add flavor to the narrative.
However, narrative games like fate share the narrative direction with the players. In this particular case, though the GM didn't deem the fact that the marketplace was crowded one of the things that would add flavor to the characters' interaction with the scene, one of the players did. And because of that, and because he felt strongly enough about it, he took an action or spent part of his narrative capital (Fate points) to bring it into play.
As a GM, never feel that you have to define everything- only those things that are important should be defined before hand. And as a player, never think that you are confined by those things the GM has declared- Fate points and your skills give you the tools that you need to help to expand and drive the narrative.
To directly answer your final question, i.e. "I understand that Create an Advantage is about not only creating aspects, but also getting a free use. Does one have to Create an Advantage to take advantage of aspects that seem implicit, but were not yet declared?"
Creating an aspect is one way of getting the use of an implicit aspect. In this manner, you get a free invocation. However, if you're not looking for a free invocation, i.e. you just think that it's important to note that the marketplace is crowded, you can suggest it freely, and if everyone agrees, the Crowded aspect is added. This is stated in the Fate Core Rulebook on p. 78. It can also be found in the Fate Core SRD- Creating and Discovering New Aspects in Play.
Then later, if you, or someone else, wants to use it, a Fate point can be spent as normal to invoke it.
Fate and the Fate point economy is all about Aspects. Short of houseruling something, you're stuck with that, sorry.
The character's aspects are not the only ones in existence, though.
The SRD states
Just like with every other kind of aspect use, you can use situation aspects (and by extension, game aspects) for compels. Because situation aspects are usually external to characters, you’re almost always looking at event-based compels rather than decision-based ones. The character or characters affected get a fate point for the compel.
So try and use that. Don't hesitate to multiply aspects (though you should find a way to keep score) for you and the players to invoke or compel (players can also compel against themselves, always good to remember). Especially in XCom style situations of tactical play where parameters are myriad.
Best Answer
Special equipment doesn't sound like an Aspect to me. Aspects are supposed to be double-edged: you can invoke them for a bonus, or they can be invoked/compelled against you to put you at a disadvantage. Most items in Zelda games aren't built with particular weaknesses, though there are exceptions -- the Iron Boots make you slow, the Zora Tunic in Twilight Princess makes you weak to fire and ice, and so on.
You might be able to think compels for your items too -- "You're tempted to fire an arrow, but the mighty winds swirling around would curve your shot at something you really don't want to hit!" -- but if you want your players to feel really awesome about their items most/all of the time, Aspects aren't the best choice.
Stunts are the typical domain of letting you do something uniquely awesome. Depending on how often you award these items, it might replace the point of refresh gained at a major milestone, as if the player automatically spent that point on a new Stunt which is the item. You can also balance Stunts by determining how often they can be used for their effect -- there might be a mundane use that's unlimited to solve common obstacles, plus a more powerful effect limited to once per scene or session.
Finally, you can make your items into Extras. Through the magic of Fate's Bronze Rule, your items can become "characters" of their own, letting you assign Aspects, Skills, and/or Stunts depending on what you want them to do. The benefits of doing this are: