There are some great modeled figure techniques in books by Debbie Brown, Lindy Smith, Whimsical Bakehouse etc. You can also buy figurine molds. But however you make them really depends on where your interest or talents lie. Some people are gifted and able to create adorable facial features by hand, others would feel more comfortable using a pre-made mold. You can model with chocolate modeling compound, marzipan, fondant, gumpaste or a mixture of gumpaste and fondant called 50/50 paste. If you look in the photo gallery under gumpaste 3D figures you may get some good ideas or at least an idea of how they are constructed. You might want to buy some modeling clay at a hobby store and start with that, it wouldn't dry out as fast as sugar doughs. Just play and see what you come up with.
I am not sure what you are refering to as a sugar gun. I have seen decorators on sugar challenges use a hot glue gun with sticks of cooked sugar but I have never tried that myself.
maybe she is referring to a clay gun........that you squeeze fondant/gumpaste out of to make them into different shapes for use with making "hair" on a modelled figure or ropes, etc.? You can get one on www.sugarcraft.com or you can buy less expensive ones in the clay section in craft stores like Michael's and A.C. Moore
Here is the link to aine2s website tutorial on how to make a face. She is the MASTER of figure modelling and has had such a huge influence over me!!!
http://www.lorraine-icingonthecake.co.uk/masterclass/face-howto.htm
Shirley is right, Debbie Brown books are good for the body etc. You can go to her website and see what is inside her books so you can buy one that will be helpful for what you want to make.
I have the sugargun and use it all the time. I thought I was being really extragant when I first got it but I use it for just about everything from hair on my figures to trims on handbags!
HTH
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