When Thornhill initially decides to purchase a gun, he sees it as an insurance policy that will guarantee his and his family's safety in the wild of New South Wales. When he learns how to fire a gun, however, he learns that although guns do have the potential to do damage and offer protection, they're little more than a symbol of power: in the early 19th century, guns took nearly two minutes to reload, making them ineffective against the Aborigines unless used en masse. This plays out particularly as Thornhill speaks to Sal about "showing the blacks the gun" to send a message: he knows full well that the spears of the Aborigines are far deadlier than his gun, but he plays to Sal's blind trust that the gun will do its job and strike fear in the natives.
Guns Quotes in The Secret River
Thornhill could not believe he would be able to send a ball of red-hot metal into another body. But being allowed a gun was one of the privileges of a pardon. It was something he had earned, whether he wanted it or not.
He had thought that having a gun would make him feel safe. Why did it not?
He knew, as perhaps they did not, how pointless a thing it was. He could go through the rigmarole of loading it up and squinting along its barrel and firing. But after that, what?