There aren't many, if any
Most gun guys I know in MT are too busy hunting, shooting and reloading to write about it. You are close to a year-round, excellent range (Logan) that you should join, and look into some of the clubs that hold many events there. Check into the Weapons Collectors Society of Montana - it sanctions most all the gun shows in the state, which IMHO are the best shows in the west, bar none. Bozeman has 3 shows a year, if I'm not mistaken, all put on by a guy named Brian who has a gun & pawn shop on 7th across from the now-defunct Van's IGA. There are also good shows in Livingston, Helena and Billings, and if you're into longer road trips (better get used to them-Montana is BIG and everything is pretty far apart!) Great Falls, Kalispel, Idaho Falls ID, and Cody, WY (which has the amazing Winchester museum a guy could spend weeks in looking and drooling).
You may find a group or two associated with MSU, but the college is starting to trend left and frowns on our hobby (but the dean of students is a gun guy!) I doubt you'll find many fellow gunners in the Gay Green Loggers for Jesus (no joke-it is a real group in the Boz; look them up - if you're so inclined you can buy their bumper stickers & T-shirts at Cactus records on Main).
You'll meet many gunners at local Republican events: don't know about local Democrats. NPR's Sarah Vowell (no, she doesn't like guns) grew up in Bozeman, and her Dad, a gunsmith, still lives there. Bozeman residents, you'll find, are an eclectic bunch.
Shedhorn in Ennis is about the most well-stocked gun shop in the area and a fun, short (relatively) drive away.
Try some locally-made (Livingston) Wilcoxson's ice cream - it's REAL ice cream - you'll never want the national brand, chemical-laden stuff again.
Welcome to the inland west generally & God's country specifically.