IN THE BOOK: When the Man in the Yellow Suit threatens them, Mae shots and kills him. She is arrested, tried, and sentenced to death by hanging and they have to break her out of jail because their secret will be revealed when she hangs and does not die.
Meanwhile IN THE MUSICAL: Mae bonks him on the head lightly with the gun barrel and it kills him. The Constable shows up, Winnie explains it away fast and he's like "...K that seems legit but you better get out of town, Tucks. Hugo can you get that body outta here by awkwardly carrying it off stage? K thanks byyyeeee."