I did not see your question until now. I spend a little time near Duluth. There is a lot of public land around Duluth. Just pick up a map and look for State and Federal Forests.
There is a GREAT gun shop. Superior Shooters Supply - across the harbor in Superior. They will probably know some places to shoot and clubs.
While in Duluth - be sure to check out:
-Hawk Ridge and 7 Bridges Road
-The North Shore - Especially Pallisade Head and Gooseberry Falls - Lots of new hoity toity Inns. Still some cozy cabins. Both are fun.
-The Swinging Bridge area of Jay Cooke State Park.
-Obviously the area by the lift bridge - Grandma's, Duluth Pack Co., Little Angie's, the Arcade next to Famous Dave's (and Famous Dave's). On a nice day, spend some time on the rocks and ice structures by the canal.
-Fitger's Brewery. If you are there long enough, they make a nice thick Bock beet and have bonfires. Stick a quick hot poker from the fire into the beer and it carmalizes - YUM! Especially around the fire with new friends on the shores of Lake Superior.
-Snowshoeing or X-country skiing up near the Gunflint Trail.
Enjoy Duluth!