My sister used to compete when she was in college. It's not nearly as easy at it seems. If you want to try something similar go for a jog, about a km then try and hit a 10cm target at 20 meters with iron-sights standing or a 1cm target prone.
One of my former bosses put herself through college (an engineering program if I remember correctly) through a scholarship she got doing biathlon.
The sport perpetually amazes me. Whenever I try to ski I fall on my face. When I'm at the range (and not on skis mind you) and want any sort of group that's worth talking about I need to be perfectly still with a slow heart rate and controlled breathing. It take a lot of discipline to do this type of activity.