The rivet gun will make a popping noise when the rivet becomes seated in the hole. The handle will also resist when first beginning to squeeze, followed by a quick release of pressure when the gun pops.
Use a small drill bit, the size of the rivet's shaft, and drill through both layers being joined.
Put the long thin shaft of the rivet in the hole in the rivet gun's tip. Push the thicker shaft end of the rivet into the drilled hole, and then squeeze the handle until the rivet gun pops.