Two years ago I went to Germany with the wife to visit her family. My brother-in-law took me to a gun club shooting range that some friends of his are members. The range only went to 100 meters but it was outdoors except the room as you described was where the shooters shot from. There were 6 or 8 windows that the shooter wound shoot out of, either standing or prone. Like a dining table leaf there was a flat panel that could be put into place to allow prone shooting. The range itself was open but there were concrete arches like an inverted "U" placed at set distances down the range that prevented a shooter from shooting out of the range either vertically or horizontally. A cable system would run the targets out to the distance that lane was set up for. There were 25, 50 and 100 meter lanes.
Once while stationed in Germany I shot on a German Army firing range set up like the one I described above except the firing positions were outdoors. The arches used for this range were massive in height and width so as to prevent rounds from leaving the range. The back wall was a huge concrete wall with a dirt berm for bullet impact. A bullet could be fired out of the range if the shooter shot to his extreme left or right or vertically but that is what range NCO's were there for, to prevent an idiot from doing it. The way the gun club range was set up, you couldn't shoot out of the range. There were walls on the sides and a roof that went far enough out that it prevented someone from shooting out of the range. This type of range would have to be out in the country away from business/residential areas due to the noise from gunfire.