Doing any activity and just playing the game can award you with Legendary equipment and Umbral Engrams that you can turn into Legendary equipment. Dismantling Legendary Equipment will give you Legendary Shards. To my knowledge, other than doing the repeatable Moon Essence quests that award Legendaries, just playing the game is your only option. If I remember right, since Spider left, there's no vendor that sells Legendary Shards anymore for other materials, so Legendary equipment is the only way outside of activity rewards that might sometimes award them.