I'm thinking of signing up for a Krav Maga class soon.
Where do they offer these classes?
Often leisure centres and gyms - it's a kind of military self-defence and fighting system so anywhere where they do karate etc.
Is there a progression training system and does it focus on close range combat?  Or do you use guns?
No guns but it's known for it's focus on real-world situations and extreme efficiency.
Would it be something I can put my child in?  Rather than putting them through karate class, can they sign up for Krav Maga or would they need to be a bit older?
Krav Maga
Krav Maga (; , "lit." "contact combat") is a military self-defence and fighting system developed for the Israel Defense Forces (IDF) and Israeli security forces derived from a combination of techniques sourced from boxing, wrestling, aikido, judo and karate, along with realistic fight training. 
Krav Maga is known for its focus on real-world situations and its extreme efficiency. It was derived from the street-fighting experience of Hungarian-Israeli martial artist Imi Lichtenfeld, who made
Urban Krav Maga
Urban Krav Maga is a self-defence system which has its roots in Israeli Krav Maga as its name suggests. It additionally draws on a variety of other fighting systems such as Brazilian jiu-jitsu (BJJ), boxing, Muay Thai and Mixed Martial Arts (MMA) among others .
The main focus of Urban Krav Maga is on defending the most common street attacks, pre-emptive moves to end a confrontation before it begins and a range of stand-up and ground fighting techniques.