How did Roland come to know that David is a Jumper?
And also which kind of electronic gun or machine was he using to catch the jumpers?
The book Jumper: Griffin's Story, which was created after the movie but is intended to be a prequel to it, discusses this issue.
It states that Paladins can sense jumpers and close in on them as long as they are close enough to sense the jump taking place.
We don't know how many Paladins there are, but given they were aware of David's robberies, it appears they kept a keen eye out and simply "detected" him at some point. Not a great explanation, but it's the best canon explanation out there.