Hi Laura,
I think this is something all museums need to work on, unfortunately. I've volunteered/worked at several museums in the past five years, and have only had emergency preparedness training at one. Being at a university museum now, I think we have more resources for this, but they are perhaps not well disseminated. Training is offered freely by university police, but departments have to schedule it themselves. I anticipate it becoming recurring and mandatory in the future.
We have written emergency procedures available at all times, and go over basic emergency procedures once a semester. I'm looking for a better way to do this, and I think it was most effective for me (when I was a volunteer), when my manager actually asked the police to give the training. It was incorporated with other museum training basics. We didn't go over active shooter preparedness though.
I would work with your museum's operations manager and director, and see if the museum can request emergency training form your local police department. Based on their description of the training, you can determine if you want the volunteers to participate, or if the museums wants to develop a emergency procedure yourself first. If you already have one, you could ask the police to go over it with you before the training and include it as an update for staff/volunteers.
I hope this helps,
Samantha