Yes and no. All in all it depends on three things.
1, What are you training for? Most sport schools (notice I said sport, not sport karate, think about the wording) don't need to worry about it. It's not something they will encounter in a sparring match. If you're training for physical/spiritual health, or overall self perfection, again no. You don't need a gun to perfect yourslef. If for self defense, it depends on the next points.
2, How do you mean? If you mean employing one (like the military) it depends. If you mean the militarys martial traditions, then yah. If for the civilain, maybe not actually using one. Defedning against one is anouther matter, and I cover that in point three.
3, Were do you live? In my area, guns are used somewhat rarely, in New York we got a whole 'nother kettle of fish. I'd be more concered about baseball bats and knives. If I live in New York, yah of course I'm more likely to need to know how to defend against it. Will I train it even if I don't need it based on my area? Of course, you never know what you might encounter.
Answer your question?