No, that's right. MoR is still in early development so that feature is a couple of months away. The best things you can do as a gunslinger right now are working for the vendors, doing quests, and searching for enemies in Westside slums.
I'm currently expanding the Westside slum district with more enemies and interesting locations. It'll be a perfect place for well-armed adventurers when this goes live. Then, after completing the other districts, I'll move on to the high-level outskirts.