A weapons bag is any case you can carry that can securely transport main arms, side arms, accessories, and ammunition if necessary. They can range from duffle bags to shoulder bags.
A good range bag should allow access to any item you have brought with you without needing to remove too much from the bag. Also, it should be as durable and resistant as possible.
While what type of weapons you want to carry will be up to you, some items like earplugs, eye protection, anti-corrosion liquid and a first aid kit should always be in your pack.