This is how the Marines train and deal with combat casualties on the battlefield and we can learn a lot from their methods.
The Gunny gives enhanced narrative to this overview of how the Marines conduct their Tactical Combat Casualty Care (TCCC) training and use their Individual First Aid Kits to save their buddies.
There are some great lessons that you can learn from this tutorial. Care under fire requires you to deal with the immediate threat and then treat the casualty. If you are in a team, one guy can keep the threat at bay with covering fire, while you treat the casualty and keep him or her alive for those crucial minutes before medical professionals can stabilize them.
The key to this life saving aid is training and the personal medical kit that each marine must carry; something that you can emulate in your everyday life by building your own medical kit to have on hand or nearby.
If you have no First Aid training, especially if you concealed carry, consider investing in a course, especially a wilderness First Aid course, or one of the more rigorous programs that deal with traumatic injuries such as a gun shot wound. It will be money and time well spent and could save yours or a buddies life.