I see a lot of people painting their guns and neglecting this step. Some paints (yes, even the Krylon stuff) claim it adheres directly to the surface without fail. Lies, I say! Well, not entirely lies, but you will almost always get a better result if you prime the surface first.
1. Primer is what is truly designed to adhere to the surface in question.
2. The primer provides better adhesion for the paint that follows.
3. A primer undercoat helps provide an even colour consistency.
Now, the Krylon Camouflage series are pretty good on their own, but I still recommend priming first (grey is preferable, as opposed to white). If you follow the directions regarding drying times and multiple coats it will look great. Unless your gun is going to see a lot of abuse it may not be necessary to apply a protective topcoat, but it probably wouldn't hurt either. Just make sure your topcoat is in a "matte" finish. Last thing you want is an awesome paint job ruined by a shiny, "you can tell my gun's a toy" look.