Go the Aubrine, take the boat the Mehinlie habor, then follow the road south till you reach Loch Modon, rush across the land until you reach Iron forge.<<< whole process takes about 25 min.
Inside is the Gun Trainer(in Military Ward weapon shop, ask an guard) . Me and my girlfriend just took that run today, she needed the sword trainer and I wanted the gun. Watch out for level 20+ corcs and some maruaders that lodge between some of Loche Modon's tunnels, and you will be fine.
There is a guide on this webpage for the travel
Oh yea, dont forget to bring 10 silver. Would be kinda suck if you got there and found u self pennieless.