That is the barracks of the 1st Infantry Regiment, King's Own Bodyguards, 1st Division Thai Royal Army. The unit there serves mainly as guards to the Grand Palace complex similar to our SAF 1st Guards Regiment which provides photo taking opportunities for tourists at the Istana
Btw, the HQ of the 1st Division RTA is also based there. The range there was opened to visitors as part of the Grand Palace program for the tourists visitors to the complex. However it is not cheap compared to other ranges in the country.... maybe because they want to milk the tourists $$$
Eg. To fire the M16 rifle... you need to rent the rifle (1000baht) regardless whether you fire 1 round or 1000 rounds.... and each round is 50baht. They have a variety of weapons and each weapon and their ammo is priced differently.
Range of weapons available are :-
Colt .45 pistol (86)
Beretta 92 pistol
M16 rifle
Tavor 21 rifle
HK33 rifle
SAR 21 rifle (same as Singapore)
M4 carbine
M1 Garand (88)
M2 carbine (87)
HK MP5 machine pistol
Remington 870 shotgun
Sig Sauer SSG3000 rifle
M2 Browning machine gun (93)
Those weapons with (xx) codes are made in Thailand replicas of the originals. Like I said it is not cheap in this range. The SSG3000 sniper rifle itself is 5000baht to rent not inclusive of rounds which I understand is 200 baht each.