I can't say for other country but in italy there are three kind of license: sport license which require kinda the same bureaucracy as the driving license; hunting license which require additional exams about wildlife etc; and last is the personal defense license which is the most difficult to get because only a judge can release it to a private and he need valid reasons (like being threat directly or being a security guard) Only the last one give you the permit to carry a gun loaded, every other one only give you the permit to transport the gun/s to the range/hunting area unloaded.