There is a bullet wound in his head but it isn't very clear.

He was hit by an errant round by one of the enemy's AKs. He's a black man wearing black clothes at night. You would NOT see an entry wound. But any viewer would know that he was killed right there. Graham's death sucked. I liked that character and thought that Charlie Sheen's character was a total jackass who got his friend killed.
Dr. Kila Marr was right. Kill the Crystalline Entity.

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Good answer man!
Why quote other people when I like the sound of my own voice?

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People have been known to survive landing face down on concrete after their parachute failed to openit can happen.

It was also pretty dark so it would be hard to make out any entry wounds anyway.

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I was wondering the same thing, there was no blood or anything
When there's no more room in hell, The dead will walk the earth

The camera focus's on Charlie Sheens character so the movie goer doesn't see what happens to Graham and therefore gets the same surprise Hawkins does when he turns around to see his friend dead.
The Gunslinger smiled. "On the way to the Dark Tower," he said, "anything is possible."