Can I use heat gun to remove wall paint?
If you have paint peeling/flaking off the wall, it might be a better option to scraping off loose paint and put on a skim coat of plaster/joint compound.  I've used a heat gun to remove large areas of paint and its not fun.  If you're determined to do it, be wary of holding the heat gun in one spot too long.  Try and warm up 1 foot diameter area and then use as wide a putty knife as you can to scrape while heating up the wall in front of the knife edge.
You should be aware that if the paint has lead in it, a heat gun can vaporize it, which is as dangerous as any citrus strippers might be.
I would also take some time to figure out why its flaking in that area under the window.  Is it from a leak around the window?  Maybe the frame outside is not sealed or the caulk has dried up and cracked.  It would be annoying to fix the wall, paint it and then have it reoccur a few months later.