You mean the muzzle flash? You need to tell Construct 2 to spawn a different sprite (the muzzle flash) from the a point on the tip of the gun. If you check the tutorials you will find very useful tips on how to do this and many-many more useful stuff. Also, have a look at the ghost shooter example. It does exactly that.
Here is the link for the Ghost Shooter tutorial, it is very helpful and, among other things, it tackles this subject.