Do I need a license to carry my gun to a shooting range?

I want to take my new gun to the shooting range, can I just place my gun in its case, put it in trunk, and drive it to the range, or is a license needed for this?
Update: i paid $25 for a background check, does this mean I get a gun license, or I just carry the license of the gun once my 72 hour wait is over? Do they give you a license?
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