I know at least one RPM Monster was basically made of guns, The Gat Bot, so that's a good reference, and I'm certain other villains have used guns against the Rangers, it's just the in PR the bullets are usually changed to lasers.
For example!
There was at least one episode back in Dairanger where a monster possessed a human and he took a small gun and shot at the Rangers. Red flinched but it basically bounced off his suit no harm done.
As for Melee weapons, they get hit with those all the time and can weather the hits pretty well. So long as the hit isn't overly insanely strong, they'll likely get back up.