This is the basic idea of all the paper guns you've seen. Follow step by step to learn how to make a paper pistol. Be sure to click on Chapter 2 for the second part of this paper gun tutorial.
You will need:
Start with two pieces of paper, do some rolling and taping, some paper construction and you will have a paper pistol. This process is fairly complicated & video quality is poor, you may have to pause the video as you go along.