The movie makes it seem that they don't know what a gun is or how to use one. Guns had been traded with the plains Indians since the 1500s with the French. Seem very unlikely that they did not have guns.
shareFrom "Revolver"
A biography of Samuel Colt
Standard Indian strategy was to draw the U.S. Calvary's fire from their single shot rifles and then charge the group when they were reloading. This hit and run tactic by the various Indian tribes was often successful, taking out more Calvary then they lost.
The invention of the six shooter rendered this tactic useless. The Indian Chiefs new exactly this when first shown the revolver.
The Samuel Colts invention dramatically changed the dynamic of westward expansion and the American/Indian wars.