Is it legal to own a gun for metal pellets?

My wife is starting to bring up the topic of a pellet gun more and more often. After the recent events in Warsaw and Liza's death, she has been pressuring me to buy something for self-defense. She already has pepper spray, but she believes it's not enough. She says that just a gust of wind can significantly reduce its effectiveness. I have been looking at various websites with such guns and considering whether to buy her one. What does the legal side of this look like? Can she legally carry such a gun? Is this a good way of defense? What kind of damage can a pellet cause? Please advise me on this matter.