Welcome Chris!
You may want to give this article a read-
https://www.airgundepot.com/airguns-power-plants.html You may just want to get a nice springer like an HW 30 and just have fun plinking for a while.
As to PCPs, the first thing you will hear about is your air supply.
You have a few options-Hand pump (get a good one like a Hill)
Scuba or Carbon fiber SCBA tank-3000 psi scuba will work for some guns, but most high end PCPs require an expensive 4500 psi SCBA carbon fiber tank.
Some fire stations may be willing to fill your SCBA tank, find a place to get it filled BEFORE you buy one, they're expensive!
If there's a dive or paintball shop near you they may be able to fill a scuba or carbon fiber SCBA tank for you. Scuba tanks can often be found used, though I doubt there are too many dive shops in Wyoming.
If you shoot a lot you'll probably end up needing/wanting a compressor-they're expensive, too.
Some entry level PCPs like the Benjamin Discovery and Maximus operate on a 2000psi fill, making them easy to pump by hand. The excellent Benjamin Marauder can be adjusted to work at lower pressure as well, but this requires some skill and effort.
Another pump friendly accurate gun is the Air Arms/CZ S200.
There's a whole weird world out there, have fun and keep us posted!
John