Well, J.K. Rowling once said that a muggle with a gun has better odds against a wizard with a wand because guns fire faster than a wizard can cast a spell. However, that's not the same to say that muggles would automatically win a war against the wizard world.
For starters, the wizards are aware of the existence guns, and in the very first book they compare it to a "a kind of metal wand that Muggles use to kill each other", and they don't appear to be very concerned about it, meaning that they either severely understimate the effects that a bullet has on a human body or they likely have already created a spell to protect them from bullets, and neither assumptions are unreasonable given the contempt that pure-blood wizards have on muggles and the fact that the wizards have invented a way to protect themselves from fire on the middle ages.But let's discount the exact effetiviness of the muggle's guns and the wizards' spells and say that the muggles decided to gang up on the wizards and tried to hunt them down. Well, it seems that the muggles will win given their superior numbers and satelite guided weaponry... provided that they know where to find the wizards. You see, in Harry Potter Universe, most technological devices doesn't work on presence of magic, unless that such devices are powered by it. And then there's the problem that wizards places like hogwarts are protect by powerful charms that make most muggles to see it like a worthless pile of rubble or some shit like that that make the wizard world pratically invisible to the muggle world for them to chase the wizards, and if there's one thing that magic and technology has in common is that, no matter how powerful is your spell or how advenced is your weapon, neither can help you if you doesn't have a change to use them, properly or at all.
But let's say that the muggles find all the locations that the wizards hide themselves and decide to wipe them out of existence... Well, nuclear weapons are out question, at least as the first option, since that, while inconsistent, the number of the Wizard World is large enough for them being scattered around the world, and in case you don't know about that, Nukes can be quite devasting to the environment and human health, and I don't believe that the muggle forces are going to resort to a tactic that will destroy their planet and then themselves in turn. But even if the Muggles resort to lesser extreme methods to exterminate the wizards, knowning the consequences of nuking the planet. Well, sorry to tell that, but there's still one problem to resolve about the wizard world: Their magical fauna!
There is a number of supernatural creatures in Harry Potter Universe that can be quite dangerous to human beings, muggle or wizard, and that are also quite capable of mass destruction, Like Trolls, Dragons, Giants, Mermaids and Giants Spiders, with the last three being setient (if not nescessarely very smart) beings, and only the wizards have any experience in handling these creatures. But let's say that the muggles respond by simply gunning down these creatures (or at least send their own zoologists to study these creatures). Far enough, most of them doesn't seem to be immune to bullets... but the catch here is most of them! There's still one magical specie that can cause some serious problem within the muggle world, and this race of creatures are the Dementors. They are a race of demons that are completely invisible to muggles, can steal a human soul and can only be hold off by, you guess, magic!
In essence, if the muggles ever succeed into killing the wizards, they still have to deal with a lot of crap that might make them regret it almost immediately. But then again, that's all but speculation from my part and I have no idea to what would really happen if Muggles and Wizards really go to war with each other, but I think that Muggles would win because they do it better, regardless of the consequeces.
Oh, and about your question, I have no idea what would happen if someone shoot Voldemort. I guess that would hurt him, but if that would be enough to kill or at least turn him back into a demoniac spirit, that's another story...
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