She did notice where it was from originally as she broke it apart and lay the pieces out on the counter you stood behind to shoot the targets. Once it was apart she took her own cleaning kit to give it a once over.
"Got it from a police man?" She looked up at Dorothy to see her reaction to the question. "We'll get you a cleaning kit before you go. If you don't clean it then it can jam on you when you need it the most."