... while Serica is away, post them anyway : some of us might be able to help as well
As she says though: the usual deal with guns and ammo is: buy the ammo, and equip the gun.
Once the gun is in your hands, any ammunition in your (carried) inventory (see the "i" button, and the "gun shaped icon tab") will automatically be processed once you "use" the gun.
In order not to waste ammo I usually recommend for starting players to drag the name bar of their target creature off the creature and then simply click/double-click the name bar when you have the gun in hand.
That will attempt to auto-move you into range and fire your gun for you.
You may get messages about being out of range (failed to move into interaction range) if the monster moves but repeating that a few times will get you firing.
If you're still having issues though, a screen shot of what your game looks like once you have the gun equipped would be very helpful for us to see if we can see anything wrong.