Yes
steel
Brass, iron, steel, wood, plastic.
Mainly different types of steel, and some plastics.
Most guns in the early years were either made from cast iron and wood parts like a musket, or just iron like the first machine gun. But in modern times guns are made from Aluminum, Steel, or Plastic
I found this. "PRIZE MACHINE GUN and PRIZE MACHINE GUN CO. were made by Simonis, Janssen & Dumoulin who was located in Leige,Belgium from 1873 to 1914." "The name MACHINE GUN has nothing to do with a rapid fire repeating gun. It means the gun was made on machinery as opposed to being hand made and fitted."
They've become smaller and lighter, feed changed from cloth belt to steel and steel disintegrating linked belts and/or magazines, water cooling was abandoned in favour of air cooling, the medium machine gun - which had to be tripod mounted - was phased out in favour of the more versatile "general purpose" machine gun.
Normally, steel.
Iron and steel
Machineguns can be made from various metals, wood, plastic and rubber. Some of them have electric motors. It all depends on the machinegun.
mp40 stands for machinepistole 1940. just like the mg42, which stands for machinegrewhr, or, machine gun 1942. it is basically a rapid fire machine pistol, much like an uzi.
The first true machine gun was invented by Hiram Maxim in the United Kingdom.
In a factory.