Cabelas is actually in LaVista, not Omaha. So you will only need either (1) an NE Firearms (Handgun) Purchase Permit, aka NE Blue Card or (2) an NE Concealed Handgun Permit to purchase a handgun at Cabelas.
If you purchase a handgun within the city limits of Omaha, it's a whole other sticky wicket, so you are better off--all things being equal--to purchase the handgun at Cabelas or some other non-Omaha source..
You will need to obtain your NE Firearms Purchase Permit (Blue Card) in the county of your legal residence:
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Nebraska State Statute 69-2404.
Certificate; application; fee.
Any person desiring to purchase, lease, rent, or receive transfer of a handgun shall apply with the chief of police or sheriff of the applicant's place of residence for a certificate [Blue Card]. The application may be made in person or by mail.
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If you have a Nebraska Concealed Handgun Permit, you can both Open Carry and Concealed Carry in Omaha. I would advise against Open Carry, but that's your own personal choice. If you do not have an NE CHP, you will not be able to carry concealed anywhere. However, to carry openly in Omaha, you need something called an Omaha Handgun Identification Card (Open Carry Permit). Since it costs about as much as an NE CHP and the Open Carry class is also about the same length and curriculum as the NE CHP, you would do best to obtain the CHP and forget about the Omaha Handgun Identification Card which only permits Open Carry within the city of Omaha.
If you purchase a handgun inside Omaha City Limits, you'll need an NE Firearms Purchase Permit (Blue Card) as a minimum. First, you close the deal on your handgun, using money and your Blue Card. Then you take the paperwork down to the Omaha Police Station at 15th and Howard to get it REGISTERED. Then you take your registration back to where you bought the handgun to pick up the handgun and take it home. If you have an NE CHP, this process does not apply.
Most knowledgeable folks would recommend getting your NE CHP in a timely manner.
Any additional questions........please post 'em. Buying a handgun ain't a trivial act.