I'm pretty sure they don't.
Why? Because these people are in a world where through out history they have been able to protect themselves with Magical Monsters that can do FAR more harm than shit like guns.
Just think about it ... a Lil Girl could be BFFs with a beastly dragon that can slice through steel beams and take down buildings.
You think that early people with a LONG history of having such power at their command would ... make guns? Guns were made to hunt/ kill/ protect us from things that want to harm us in our world ... in THEIR world thats covered by having Pikachu watching your back and a ball in your pocket.
I feel like making a theory as to how the humans interacted with Pokemon in the early days of their evolution. How we seem to only see human weapons get to the point of swords and spears with a huge jump to the rare usage of lasers in the current day. Will do that after I play Pokemon BW (I hear the story is different and interesting)