I haven't learned how to use my static gun. I have an anti-static brush I used when I put a record on, It also sweeps off dust. I don't know if I really hear static coming through my speakers. I don't really know what to listen for.
I haven't found that static is audible, generally. The main problem with it is that it attracts dust to a record. I use Zerostat guns and have always found them quite effective, but the humidity in my home is about 50%; maybe they don't work as well in lower-humidity rooms. It is necessary to zap the record before and after play, even when flipping to the other side. I suspect the friction from the stylus induces static on the record. I have also reduced static by cutting inner sleeves on two sides so they open like a book, reducing the sliding of the record, which generates static. LAST record preservative also seems to reduce static some, especially the older formulations; I'm not so sure about the current formulation.
I second others' advice to clean records before playing, even new ones. They have mold-releasing compound on them which can supposedly reduce sound quality, and which can be cleaned off with certain cleaning products. I don't know if an US machine does that; I use a vacuum RCM.