The Shooting Range is part of the Barracks, one of the Military Buildings.

In game quote:The long thin building is your shooting range. It is clear that the shape is necessary so the targets can be as far as possible from the shooters. The exact opposite rule is true for the sleeping quarters - small like crates, taking the opposite end of the building. The medieval snipers are trained here. Men that can pin down any advancing infantry and seriously demoralize them by showering volley after volley of well coordinated heavy arrows. There is no yelling of sergeants here. Just every so often some poor bastard's cry after loosing a finger to the bow strings...
-Trains Archers for the army.-Base: 200 soldiers per level.