FWIW
The statute in questions is 18 U.S.C. 930 - Possession of firearms and dangerous weapons in Federal Facilities.
(a) Except as provided in subsection (d), whoever knowingly possesses or causes to be present a firearm or other dangerous weapon in a Federal facility (other than a Federal court facility), or attempts to do so, shall be fined under this title or imprisoned not more than 1 year, or both.
However, if we look further down to the exceptions under (d), we find:
(d) Subsection (a) shall not apply to—
(1) the lawful performance of official duties by an officer, agent, or employee of the United States, a State, or a political subdivision thereof, who is authorized by law to engage in or supervise the prevention, detection, investigation, or prosecution of any violation of law;
(2) the possession of a firearm or other dangerous weapon by a Federal official or a member of the Armed Forces if such possession is authorized by law; or
(3) the lawful carrying of firearms or other dangerous weapons in a Federal facility incident to hunting or other lawful purposes.
As you can see in (d)(3), it is lawful to carry a firearm into a Federal facility incident to hunting or "other lawful purposes." Just what are "other lawful purposes" though? If you carry a gun into a Federal facility with the intent to commit a crime therein, then it would seem pretty obvious that you are not engaged in "lawful purposes." However, if you carry a concealed weapon, with a valid concealed weapons permit, and you are not intending to commit any crimes therein, you should be well within the meaning of "lawful purposes."