I don't believe there is an event for something like this. What you could do is allow the player to use firearms from the start and prevent the player from buying them through the shop event, i.e. make the shopkeeper tell the hero that he must receive special training or something before he can buy them. On page two of the event, check and see if a variable (CanUseGuns or whatever) is greater than some value of your choice (we'll assume that 0 is off and 1 is on), and go from there. Innately, CanUseGuns is equal to 0; after going to the trainer, you can simply set CanUseGuns to 1. Bam, now you can buy guns.
... That's what I would do, anyway. I'm sure someone has a better method somewhere, but hey. Anywho, back to WoW.