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Two things I always carry. (I am a Paramedic). I have a pair of EMS gloves and a sharp knife with a locking blade. You will be more inclined to help a bloody/body fluids covered stranger if you have those gloves. The sharp knife will let you pop a car window (watch a you tube video on this), cut a seat belt, remove clothing, fashion a tourniquet/bandage out of clothing. Someone with a bullet wound needs a surgeon more than anything. You might stop the blood from coming out but you can't stop the internal bleeding.

In a normal person, the only way air gets in the chest (lungs) is through the mouth/nose. If you have a bullet hole in the chest, air can be pulled into the chest cavity through that hole when you inhale. This air will cause the lung to collapse and maybe even put pressure on the heart. You can use your gloved hand to cover the hole and this might help. Even a hard blow to the chest (hit by fist, ball, hitting the steering wheel in a crash, etc) may cause the lung to pop like a balloon. This too can cause severe breathing problems that will require a Paramedic or higher.

AND NEVER...I repeat NEVER put a tourniquet around the neck to stop head bleeding. And all bleeding will eventually stop.