He set up a range in my backyard with a tarp or heavy blankets as a backstop - this stopped the BBs from bouncing. (They DID bounce from plywood.) A modern spring-piston airgun requires a considerably more robust backstop.
This was in Chicago
and there were never any problems until some kid down the block got a BB gun and started roaming the neighborhood . . . at which point my range moved down to our basement. As a previous poster wrote, if you shoot through an open door or window and keep the muzzle well within the house, nobody else will know. (Heck, put a boom box on the back patio at moderate volume - that will mask what little noise escapes your house.)