You being a member is one of your biggest considerations because your FD's by-laws and/or SOG's apply to you , where they would not to a non-member. Most FD's have a rental agreement as well. Look it over, carefully. Something else to think about....If a call comes in, do you plan on responding? Your SOG's kick in if you do. etc
Who owns the grounds? Are you a Fire Company that owns your own building (sounds like it), a Fire District, or does the municipality own the building? If municipal owned, I can almost guarantee they have a firearms policy covering their buildings. If you are a private FC, you only need be concerned with your company's policies.
Returning to the response thing.... for a lot of VFD's in NY, as soon as you are activated, you become a municipal employee for insurance purposes. This includes your vehicle while responding. So, you absolutely need to know ahead of time what you are going to do with your firearm prior to lighting up the blue.