Dwight gets distracted from trying to find out from Jordan what people say about him (after preemptively returning the favor, rather meanly), but crumples in joy upon finding what's in the box he's opening: a holster. I think we all know what's coming next.
So now Dwight is out in the bullpen, full-on gunslinger, showing off the holster with the gun in it. Eventually it gets some attention, and almost universal protests. Dwight argues that he can't just wear the holster (a gift from his uncle Honk) without a gun, and when Pam protests that he doesn't need to wear the holster at all, he shoots back, "Why do you need to wear those boobie-shirts all the time?" "Thank you," puts in Angela, who is dressed almost exactly like Pam. Phyllis suggests he put his cell phone in it instead, and Kevin a banana, and Pam simply puts her foot down, threatening to call Jo. Dwight gives in, pulls the gun out, and twirls it. It goes off right next to Andy, causing him to scream. Erin is at his side faster than the bullet, asking if he's okay. "That's so loud!" Andy wails.
After the ads, Oscar looks at the bullet-hole in the floor in shock. "There is a hardwood floor underneath this carpeting. Why would they do that?" Andy seems to be trying to pitch-match the ringing in his ears. Meredith starts making a list for insurance fraud, and Dwight hands the gun off to an all-too-willing Creed as Toby comes in asking what happened. Fortunately, Kelly is there to bear witness: "Dwight went on a shooting spree and then he shot Andy in the head." Dwight is already trying to weasel out of this, pointing out that nobody actually saw a bullet leave a gun. Andy's still worried, and Oscar tires to get on WebMD (getting mocked by Angela), and finds it blocked. Jo is unreachable, probably already on the plane, and Andy wants to go to the hospital. Erin offers to go with him, and Gabe's roar of "No!" is louder than the gunshot, although he claims it's because they need a receptionist, "Now more than ever." Darryl steps up, and Andy starts draping himself over him until Darryl reminds him he can probably walk normally. Toby's at least excited that he gets to finally use the gun-violence form in the accident report binder. Gabe's still trying to reach Jo, and Dwight calls a meeting in the conference room, right now.
Once everyone's assembled, Dwight leaps in wearing a cowboy hat and trying to be a character called "Gun Safety Dwight." He's obviously asked himself WWMD (what would Michael do?) but can't pull it off for more than a few seconds. He claims to be launching an investigation, downplaying the fact that everyone else saw it. Again, he tries to pull a Michael by sucking up to them: "Managing you for this last week has been the greatest honor of my life. And if you ruin this, I will burn this office to the ground. And I mean that figuratively, not literally. Because you guys are so, so important to me. I love you guys, but don't cross me, but you're the best!"