We have tags for many "things," and I see no reason why guns couldn't be added alongside alcohol or bicycles and the like. The real question, I think, involves the other axes— what are we thinking about doing with our bourbon, our mountain bike, our laser tag laser. Here I think there is some room for improvement.
When people ask about whether other things are allowed through airport security, we have tagged them accordingly as food-and-drink, electronic-items, clothing, duty-free, and so on. We have a great many questions about knives, so I could see a case for knives— or perhaps blades. I would consider an airsoft gun, paintball rifle, BB gun, or realistic water pistol to be guns in the broad sense, but not firearms, so I would favor making use of guns as appropriate.
It shouldn't be exclusively for whether something is or can be construed as a firearm, or whether or not it would be allowed through security, as that can be indicated with another tag, like prohibited-items. After all, not every question involving a gun is about whether or not it is allowed through security, and the overwhelming majority of such questions do not involve guns. And that brings me to the question of improving our other tags.
We have no consistency at all in how we tag "is this allowed through security" questions: some are airport-security, some prohibited-items, others regulations, gear, legal, and hand-luggage among others, not to mention customs-and-immigration if called for. Since we can't expect to create tags for every category of thing (questions have covered balloons, kirpans, AVR boards, 3-D printers, parachutes, and an AVR board), we should settle on one tag or another to cover them; I think this was the original purpose of prohibited-items and would favor making that the canonical tag.
Can I carry a weapon with me in Place X? – There are several questions about carrying knives in various countries, or substitutes for them, though none so far about firearms per se, whether for personal defense, sports competition, or any other reason. This could be considered a superset of #1, and could be further genericized as is-it-allowed. One broad question on this front is Can somebody travel with their gun internationally?
Should I carry a weapon with me in Place X? - While superficially related to #2, it is really a security question.
Where can I shoot? or Where can I buy a gun? exemplified by Where in Europe can I pay to fire guns or have military experience? and Can a tourist buy a gun in the USA?. I don't think we need a special tag here; the first question should be outdoor-activities (perhaps, if there are enough questions, shooting could be created) and the second shopping as well as whatever the gun tag will be.