Start small.... when she is eating.
When she's hungry feed her (outside). Let her get focused on filling her belly and make loud noises then. Ideally, if you have one and can shoot it where you live, start with a BB gun.
If she balks at first, don't panic... just continue as is.
As necessary, gradually, over a matter of weeks (or even months) work your way up (to louder noises or guns). The most important thing is to let her get focused on something she enjoys (eating, playing, fetching a ball) and always associate shots with having fun.
I have always bought one of those training guns that uses blank 22's to fire a retrieving dummy. It's an expense, but once she gets to where "retrieving" equals playing and having fun, she learns that a shot means a chance to do something she loves.
NOW, all that said.... my retriever LOVES gunshots. She lives for hearing a gunshot because she knows it usually means feathers in her mouth.... and that, she believes, is the only reason for living.
BUT, she is DEATHLY afraid of thunderstorms. When she hears a storm coming (which she hears 30 minutes before we know there is one anywhere around), she absolutely freaks out. I have tried everything I know to calm her fears.... on more than one occasion I've gone outside in the midst of a screaming thunderstorm and thrown her dummy. She retrieves and loves it, temporarily forgetting about the storm. But as soon as I stop, she is back to cowering in a corner, slobbering at the mouth in mortal fear.
I've been in dove fields when thunderstorms rolled in. As long as I'm sitting there with a gun in my hand and she knows there is a chance I'll shoot something, she is fine. But let the hunting end and she becomes a whimpering hot mess.
I've given up trying to fix it... we just live with it. We let her in when a storm comes so she can cower in a corner. Otherwise we fear she'll knock our back door off its hinges. When we're not home, we worry. I fully suspect that I'll come home someday and find her dead of a thunderstorm-induced heart attack.
