Legally own weapons

[Buddhatva]

I heard that people be categorized as F1 visa holder in legal has a way to own weapons too, which is to get a hunting licence firstly.
So I would like to know that in order to get a hunting licence, which kind of course I need to take firstly? Would you like to give me an example? I mean a link of that kind of websites.
PS: I will move to Texas soonly.