Just because the dog is afraid of loud noises does not necessarily mean he is gun shy. My Springer is almost 8 yrs old and he will run and hide if I slap my hand on the table or make unusually loud noises. This same dog, who lives to hunt, doesn't even flinch when I shoot my 12 ga over him. That's because he is focussed on finding birds and now realizes the sound of a gun shot means a bird is (hopefully) down. He knows it's all part of the hunt.
There are many good websites about gun shyness in dogs. Google and you will begin to see what others have done. In the case of my dog, I was conerned that he may have been gun shy when younger but that was never the case. Introduction to gun shots must be made well after the dog has ben introduced to other loud sounds. The last thing I would do is introduce my dog to loud shooting at a gun range without spending much needed time before hand.
The biggest thing in training a dog to try to ignore loud sounds around him is to make him excited in what he is doing. Chasing tennis balls, swimming, taking him into the woods are things I done well before making any loud sounds around him. Firing small caliber rounds like a .22 is recommended rather than the loud sounds of a shot gun. If you unable to shoot in your area, you can use a couple foot long 2x4's and have a friend slap them together to make a loud sound but ensure that the dog is having fun and is focussed on what he loves to do. Begin at least 100 yds away and move slowly close when you feel the dog is unaffected by the sound. This is just one small piece of advice that I have uses successfully and again, search the internet and you will find much more information that hopefully will be useful.
Good Luck!