These other people are pulling ya, the answer is yes, you can shoot them down, we have a full sport for it called skeet shooting. A drone can't pivot out of the way in the 0.1 seconds it takes for you to pull the trigger and for the bird shot to travel and take it out. The biggest problem is the range of the gun (which isn't that bad) and spotting the drone beforehand. The noise a drone of that size makes is not that much consider it could be like 40 or 50 feet up in the dead of night with no lights, buzz past you, drop a grenade down, kablooie. If the drone backs off or otherwise pivots to try to avoid getting shot, it probably couldn't do what it was there to do anyways.
Obviously, a big array of military industrial camera technology running in a big fence is going to be able to spot the drone pretty quick, but the video doesn't focus on the tech there because presumably that'd be too interesting and probably the company would not like that.