Lisa Carson said she was returning home from a nightclub in Falkirk with the couple when Igoe said: "Aye, Martyn, you showed me how to use a gun."
Miss Carson added in her police statement that Mr Barclay had just laughed, and said: "We need to keep it for safety, the world we are in."
The 27-year-old cheerleader said she had been shocked by the conversation and later heard Mr Barclay had been killed.
Two or three weeks later, Miss Carson said, she was surprised to see Igoe at an audition in Falkirk for her Score Angels cheerleading squad.
Miss Carson later gave a statement saying that when Igoe told her the police were looking into the shooting she asked how she was.
She said Igoe told her: "I am gutted but I will get over it. I will get a new man."
Miss Carson added: "She said she would have to move on and that is what happens when you get involved with a bad boy."
Miss Carson was giving evidence at the trial of Igoe, 32, and her brother Paul Igoe or Hunter, 37, who have denied murdering Mr Barclay on January 17 last year at Hazelwood Grove, in The Inch, by shooting him in the head.
The High Court in Edinburgh heard that Igoe appeared calm and tried to shoo away a resident who made a 999 call for a man lying outside her family home.
Patrick O'Donnell said he saw a female crouching down behind the body about five yards away.
Mr O'Donnell, 44, said he did not recognise her at the time but had seen her since and thought it would be Caroline Igoe he saw crouching by Mr Barclay.
As he approached he was saying he had the ambulance on the phone.
Advocate depute Alex Prentice QC asked what the response was and he replied: "I got the impression that she was trying to shoo me away."
"I didn't know what to think. I was still thinking about helping the guy," said the electrician.
He was asked if the woman was crying or hysterical and said: "She was calm."
Mr Barclay's younger sister Allana, 25, said that days after the shooting her mobile phone rang with the call apparently coming from Caroline Igoe.
She said she heard her screaming but her phone cut off and when she called back she heard more screaming. "I heard Caroline Igoe shouting she was going to the police," she said. She added that she also heard Igoe's mother telling her not be "such a stupid girl".
She later phoned to see if Igoe was all right and was told that she was in hospital.
Paul and Caroline Igoe have also denied firearms offences involving possession of a handgun and attempting to defeat the ends of justice.
The court heard that a handgun was found in woodland at Craigmillar Castle in March last year by a couple out walking.
A third accused, Kenneth Carruthers, 37, of Penicuik, has denied firearms offences and attempting to defeat the ends of justice.
The trial before Lord Bracadale continues.