Depending on the casino...
*You will be asked to leave the property.
*You will be asked to secure the firearm in your vehicle.
*You will be asked to secure the firearm in your room.
*You will be asked to secure the firearm with hotel/casino security.
*You will be asked to keep it concealed, assuming you have a valid CCW permit.
Results may vary.
If they ask you to leave and you refuse, you can get arrested for tresspassing [NRS 207.200].