Am I the only one that has never seen an empty walmart parking lot?
As for the scenario: As soon as you hear the gunshot you should be moving for cover. You should be able to tell what direction it is coming from even if you don't see it happen. If at all possible getting out of the area immediately is the best option IMO. In the given scenario (car disabled), move to cover while drawing and try to get a shot on the BG. Once he is down try to give aid to the first guy that was shot, though with a gun shot to the head theres probably not much you can do. As always call 911 as soon as possible.