I don't think this is likely to come up as specified. In a rural area (of the United States, at least; other parts of the world might be different), isolated gunshots probably aren't indicative of danger to a human and can be safely ignored unless you have good reason not to. In an urban area, you're probably close to a payphone or another human with a phone, so even if you're not carrying a phone yourself that should probably be your priority.

That being said, in the situation you've given any benefits to the victim would be overwhelmed by danger to you. You don't know whether the assailant is still in the area, and you don't know the disposition of anyone involved. It'd probably be slightly safer if you waited a few minutes before investigating (a single shot means a brief incident, and a sane attacker probably wouldn't stick around long), but your scope for rendering aid is so limited that I still think I'd favor leaving the area and getting help if possible.