OP, you stated the following: "The [gun carrying] employees have signed a form from the company stating they cannot have firearms at the workplace, yet they still have them, and shot them on company property. Going to the supervisor or owner is not an option, since Alabama is a free will of employment state and the company has no code of conduct."
I do not know what you mean when you say Alabama is "a free will of employment state." If you mean Alabama adheres to the "employment at-will" doctrine, then you are absolutely correct. If "free will of employment" means something else, I have no idea you are saying here.
Separately, based on your post, the company does indeed have a "code of conduct" at least with respect to carrying firearms at work. Even in Alabama, if a company has barred employees from carrying firearms on its premises, the employees do not have a superseding right under state law to carry them at work. If I understand your post correctly, these employees signed a document produced by the employer on which they explicitly agreed not to carry their firearms at work. Nonetheless, they have ignored this document. I cannot imagine management at your company being thrilled at these employees' blatant insubordination.
Accordingly, you can inform management that these employees are consistently and flagrantly violating this work rule. (If you fear retaliation, I do not see why you could not anonymously inform a manager about this situation.) I doubt management will turn a blind eye's towards these employees consistent contravention of the company's rule.