Learn Italian: Sento un colpo di pistola.

The original speaker would use the passato prossimo: Ho sentito un colpo di pistola. To report this in the past, you shift the tense one step back into the trapassato prossimo (past perfect). You would say: Ha detto che aveva sentito un colpo di pistola (He/she said that they had heard a gunshot).

Why use sento here? Doesn't sentire usually mean "to feel"?

Sentire is a multi-purpose verb for the senses. It means "to feel" (emotionally or physically), but it also means "to hear" (passively perceiving a sound). We use sentire here because a gunshot is a sudden noise you catch, rather than something you intentionally listen to (ascoltare).

Why say colpo di pistola instead of just using a word for "shot"?

While you can use the word sparo (shot), colpo di pistola is the standard, specific way to say "gunshot" in Italian. The formula colpo di + [noun] is very common for sudden actions or strikes, such as un colpo di telefono (a quick phone call) or un colpo di vento (a gust of wind).