If I got surgery done to my shin from an accidental bullet should I still have pains? Surgery was about 4 years ago?

Nerve injury. Sometimes patients will have residual nerve irritation/injury after gun shot wounds to the extremities. A pain management specialist may be the only way to get symptom relief. Other causes including non union, osteomyelitis (bone infection) have to be considered if you had an orthopedic injury particularly if you had trouble with non healing wounds. I would recommend seeing your physician.
Possibly. Orthopedic wounds are often very painful. They can have persisting pain from the original trauma, the surgery, or the healing process.