You want to mark "concealed carry." Posess on premises is if you're a shopkeeper or homeowner who wants it for defense, and employment is if you're an armed security guard. Concealed carry is everything else. In your case means carrying it to the range in a way that won't freak out the neighbors. (I'm paraphrasing here.)
Wayne County gives out a letter from the court along with the permit application that explains what to say. It's page 4 of this document:
I did the same thing you want to do. I applied for concealed carry for the reason "target shooting." My permit says "License to HUNTING TARGET" and "Restrictions: Household Premises, Target Shooting, Hunting, Secured in Vehicle."
I'm not paid to be normal.