I vaguely remember that scene, but greenscreen was used a lot in the Matrix films and the 'gun rack' may have been been constructed in the prop department or was computer generated in a 3D modelling program. Keanu Reeves stood in a studio with the greenscreen behind him, he did his acting part and the 'gun rack' was added later in post producion. There may also have been a setup in the studio where the director could see all the elements being overlayed in order to give him a quick idea of what it looked like then and there rather than waiting for it to be done in post production.

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Better than a poke in the eye with a pointy stick any day...