A gun is a sort of weapon that fires projectiles through a barrel.
In the PPC, guns are limited to use only in continua where they are appropriate and exist. This is the main reason many agents use swords and various other types of melee weapon, though guns aren't completely unheard of. Agents who work in continua that involve the military tend to prefer guns. The most common type of gun used by agents seems to be a pistol or some other kind of handgun, but larger firearms have also been shown in use.
Use of guns in inappropriate settings is uncanonical and, if the weapons and/or shell casings are found by canon characters, could potentially contaminate the canon. This is obviously a serious charge if done by a Sue and serious trouble if done by an agent.
Some guns are Big F***ing Guns, or BFGs. These are mostly found in video game and sci-fi continua and tend to be inappropriate in any canon but their own, regardless of the presence of guns in general.