Chip Kidd's SHAZAM states that unlike Captain Marvel, "Superman never used a gun". I already did a blog on that, but the other day I happened to think of that again and did another search, which turned up some more pictures.
Superman used a gun in SUPERMAN #8.
Superman didn't actually shoot the guy, but he still used a gun, and in the period when Captain Marvel comics were originally being published. The picture I had before was from something more recent.
And here's Superboy with a gun. I haven't read the story, but I understand that everybody survived.
Lois Lane would also shoot off a tommy gun on the 1950's tv show, although in that case it was merely to get rid of the bullets.
And here's Lois Lane with a gun again.
This was in a story in SUPERMAN'S GIRLFRIEND LOIS LANE #28,
and like all such stories, it had a reasonable explanation, where they get out of saying that Lois Lane had really been Luthor's gun moll.
Of course, that's a 1960's comic book.
Getting back to the "Golden Age", we find that Batman not only used a gun, but sometimes used it to kill his foes.
DETECTIVE COMICS #32
Something that Captain Marvel never did, unless you count the serial version.
SHAZAM! by Chip Kidd: