It's not mentioned in the manual, but on the SNES version you can plug a Super Scope into port 2 and shoot the Lemmings to blow them up.
The game was ported to the Sega Master System and Game Gear by Matt Taylor. Due to the limitations of the 8-bit platforms 20% of the levels had to be redesigned. The port was completed in 1994, but because of the declining market for the 8-bit consoles Psygnosis decided not to release those. At least the code was reused for the GameBoy version.