Although Steed is only using guns if it's unavoidable, he's practicing target shootings several times during The Avengers.
For the first time, he does target shooting in series 4 episode Quick-Quick Slow Death where he's shooting at empty beer cans until Mrs. Peel accidentally loads the launcher with Steed's lunchtime refreshment. Steed is very sad about it as he hates "to see good beer going into orbit."
The launcher for the beer cans is a Webley Target launcher.
John Steed is a good shot as he does not miss a single can. He's using a double-barreled shotgun, a gentleman's weapon as he points out to Gambit who does target shooting with a pump gun in TNA Angels of Death. In series 4 Steed owns a Weatherby's twelve bores with a walnut stock as he tells Omrod in Silent Dust.
He's capable of "very fancy shooting" as Hana Wilde the gun expert realizes in The Superlative Seven when Steed shot out a candle from some distance.
He did target shooting twice in The New Avengers episodes Faces and Angels of Death.
A sort of "target shooting" is demonstrated by Steed with his umbrella in The Gravediggers.
And he tried archery in The Master Minds but did not hide the target, only broke a window.
Steed is also hunting, as he brought his double-barrelled shotgun to the house of his friend Bill Bassett in Take-Over. He shot down a rubber duckie emblazoned with his name and a teddy bear with a bottle of Champagne in his belly in The Superlative Seven. Steed promised Mrs. Peel a terrific dinner but has to shoot the bird first in The Bird Who Knew Too Much.
Steed is shooting at ducks (and hids teddy bears) in The Superlative Seven, he's carful enough to bring guns in The Hidden Tiger and Never, Never Say Die, because there are situations when even Steed has to use a shotgun