https://support.apple.com/en-us/HT20...20in%20Windows
You have to partition your MacBook, which means split the storage (usually 100 GB is good), to be on another OS then you install windows on that and you can play Gunz on windows side of your MacBook. This is what I did when I used a MacBook Pro laptop.
Its called (Boot Camp Assistant). It guides you on how to do it. Also that link at the top helps guide you how to do it step by step.