Do you have surgery when you get shot?

It's possible to get shot and not require surgery; a shallow wound might just require cleaning and stitches, but most gunshots (and I'm assuming you mean shot with a gun) do significant damage to tissue, bone, nerves, blood vessels, and anything else (major organs, muscles) that they, or parts of them, come in contact with. That kind of extensive repair leads to surgery. Of course, you also might avoid surgery if the shot were fatal, but that's a consequence we are all aware of.