Projectile weapons that don’t rely on complex technology or chemistry to function work equally well in both universes (bows and arrows, catapults and boulders, etc.), but guns don’t work when brought to the magic universe. Or to put it more precisely, bullets don’t.
The priming agent and propellant used in modern ammunition (“gunpowder” has been obsolete for over a century) don’t combust in the same ways they need to in order to cause the projectile to fire.
In theory, one could engineer bullets that use “fire” element (with different precise mixtures for primer and propellant), and manufacture them to fit the caliber of any common modern firearm brought over from our universe.
–Notes from a Senior Planeswalker’s Private Journal.
To hell with that. Just use a Fire Wand!
–Scrawled handwriting found in the margin of the page.