You can practice without a gun as well......use your finger, point at a moving object (flying bird, moving car tire, ect) and as you point just ahead of the object, say "bang", either aloud or to yourself. This helps teach your mind to do the "follow through" that is so important to hitting moving targets.
Try and focus on the target and not the bead.....this next exercise will help with that. Pick a point on a wall...it can be anything: picture,wall switch, spot on the wall paper, ect. Focus on it, then close your eyes. Then bring up your finger so you are pointing at said object, with you eyes closed. Open your eyes and see how far off you are....you'll find that over time, you will get more "on the mark". Again, you are 'training' your mind to focus on the object.
Good luck....................