SMSplusDC v2.0 and v2.0b (which is a bugfix release and the latest version available) do support the SMS lightgun, although you can only play via analogue stick, not a real light gun.
Anyway, download this release and swap with a romdisk for testing:
Info + Covers: http://www.dcevolution.net/goto.php?id=54
Download: http://www.dcevolution.net/cgi-bin/down ... DEPv1b.zip
NesterDC SE doesn't support the light gun (yet), only NesterDC v7.1+b (where "+" stands for the lightgun support and "b" for it beeing a bugfixed release).
If you download a SBI of v7.1+b, make sure you use the SBI2Boot feature in Selfboot Inducer, otherwise it won't work properly. (If you don't know what SBI2Boot or Selfboot Inducer is, that's okay, as there should be no problem when burning plain files with BootDreams).