I have watched deer while someone else shot at a target. The deer stopped eating and looked toward our direction, but soon went back to eating again. About 400 to 500 yards away from us on the edge of a bush. I don't think deer understand the concept of "guns" and have no real fear of a gun shot sound unless it is very close. Most deer hear lots of stuff every day from traffic, industry, farming, logging, and other stuff. A sudden sound alerts them, but unless it's close enough to startle them, they just make sure nothing is coming and then go about their business.