To get a gun license in the state of Minnesota, you must first determine the type of license, or permit, you want to obtain.If you want to carry a handgun, you must apply for a Permit to Carry with the Sheriff's Office in your county.. Locate handgun information for the Sheriff's Office in your county. Each county has different procedures in place for obtaining a Permit to Carry. 1  Visit the Minnesota State website provided to you in the Sources section of this article to access a list of all county-regulated websites.