You can shoot at a range (or in the woods on private property eat) without a permit. I attached the statute below for reference.
Subd. 9.Carrying pistols about one's premises or for purposes of repair, target practice. A permit to carry is not required of a person:
(1) to keep or carry about the person's place of business, dwelling house, premises or on land possessed by the person a pistol;
(2) to carry a pistol from a place of purchase to the person's dwelling house or place of business, or from the person's dwelling house or place of business to or from a place where repairing is done, to have the pistol repaired;
(3) to carry a pistol between the person's dwelling house and place of business;
(4) to carry a pistol in the woods or fields or upon the waters of this state for the purpose of hunting or of target shooting in a safe area; or
(5) to transport a pistol in a motor vehicle, snowmobile or boat if the pistol is unloaded, contained in a closed and fastened case, gunbox, or securely tied package.