Mary Jo Finch and Ana both have it right when they say, "be there for her" (I'm paraphrasing). Letting her sleep with you and recognizing that she will be jumpy for awhile is a natural response to such an event. I'm not sure by what you mean "gun used for practice," but even so, that would be traumatic for almost anyone. Having a window break - one you were sitting near - because of a gunshot is probably not a "small trauma" to her and shouldn't be treated as though it is. At the same time you don't want to make it even bigger by playing up the drama either.
However, I wouldn't hesitate to talk to her about it with the caveat that you speak WITH her about it, not At her. If she feels fearful it could happen again, and you try to simply play it off with "accidents happen" you aren't really reassuring her of her safety OR acknowledging her fears and offering a coping mechanism.
It is a big deal for a child to confront the idea of serious "accidents" that cause injury or death. Mortality just isn't usally on their radar yet at this age at this time in History, in our society. She may be looking at this as a near-death moment depending on how she is understanding things, or she may just suddenly feel her safe space was invaded and she is lucky she wasn't scratched - or anywhere in between (I don't know) and your question doesn't indicate so I assume you may not be sure either..
Instead, I suggest asking her the questions. "It was a scary moment and I'm so glad no one was hurt. What is it that is still scaring you?" Then respond calmly and honestly. When she answers, offer her your coping mechanism. What do you think about to help you feel less scared? Understand where she is at in terms of her feelings about how "in danger" she really was. Acknowledge her feelings. "It is understandable to feel scared - I was a little scared at first too." THEN address her fears. Explain how dangerous the situation really was - the glass may have injured some one if the window shattered, but . . .
Find a way to empower her Allow her to brainstorm some ideas for things that might make her feel safer. Can she help install the new window? Would she like to sleep in a room further away from that neighbor or change where her bed is so it isn't in line with whatever window is in her room (to help her feel safer?) Again, if you offer up the ideas, it might actually scare her more - my examples are only that - I don't know all the specifics, but see if she has any ideas that are reasonable and realistic or at least simple enough to offer her a sense of power over her situation.
In your conversations, include telling her what you have done or will be doing to lessen the chances of it happening again. Unless you live in a war-torn area, or a city with very little police protection and a lot of violence, you can probably at least assure her that your neighbor will take his/her gun to a range, or a safer place next time for his/her practice, but only do this if it is the truth. OR if he was using rubber bullets you can reasure her that these can bruise, but won't kill. If the neighbor/weirdo won't be using safer gun habbits or wasn't apprehended in some way, and you haven't already done so, please report him/her and the whole incident. Include your daughter in the reports - let her share her version of events - officially speaking to an officer can be intimidating, but she could write a letter describing the events to add to the police file. As the daughter of a deputy, I know if a person is using proper gun safety measures, this should never have happened.
Finally, consider a therapist. Seeing a therapist still has a stigma, but having a well-trained and un-biased ear can be a great help. Pediatric therapists are specifically trained in helping kids break through their specific barriers and a therapist might be able to get her talking about it much more quickly and easily than you (Not because you aren't an awesome, loving, super parent, but because some times it is easier to open up to a stranger than some one you love and a therapist has the training to get her to open up on top of it too). A Therapist might also be able to offer up ideas for coping mechanisms you do not have at your disposal. Even a one-time conversation might make a HUGE difference for your daughter and it is worth considering.