Hypothetical Evolution Question?

No to your example, yes to your question. The shots would have to be powerful enough to kill them to remove them from the gene pool. Just pain doesn't affect evolution. And considering there is no living species on earth with armor strong enough to protect against bullets, it is unlikely that that trait will ever occur in nature, though not impossible. However, humans already do affect animals' evolution. For example, a certain species of moths turned from white to gray in one area because originally they camouflaged with the snow, but then soot from factories covering the land favored darker moths. Also, animals that can survive warmer climates will probably start rising due to climate change.