A regular FFL can ship a gun to a C&R as long as he has a copy of your license or a FAX of it or something. Assuming the gun falls into the C&R category. But they will not send it till they see your license. I only had a few guns when I had my license but I did not necessarily have them all locked up or anything. Would be a good idea though, license or not. Even one of those big steel two lock gun cabinets from Wal Mart would be something as it is not like anyone will be carrying it off on their back. Probably OK unless you live in a remote area and someone would have all day to mess with it. In most residential areas burglars want to grab and go and unless they know what you got, they aren't gonna drag around a bunch of tools or a handcart to a regular burglary to break in to it. Grab what they see and go fast, usually.
Your gun is like your nose, it is just wrong for someone else to pick it for you!