No. But I do think that they obtain firearms that were manufactured. I don't think they make them themselves.
Restricting who can have a gun when all sorts of them are in circulation is obviously going to have enforcement difficulties. But choking off the production and importation of those guns is another story.
Even aside from manufacturing bans, simply monitoring the initial introduction into the private market is apparently effective, since we don't see criminals getting their hands on rocket launchers and bazookas, presumably because the access point for the would-be black market is so costly.