You call the police. They take a police report on the situation and often go to the residence to get that information for you if possible. You then take that information and the report to the court when you file for an eviction.

Even if the lady didn't get shot, she would have had the pants sued off her, even if he's a squatter, for violating eviction laws. The penalties on that can be harsh if you try and "self help" evict someone by bypassing the court, even before getting into the issues of breaking and entering and threats with a firearm.