Usually you secure the safe to something permanent from within the safe. Those methods have various levels of success depending on how secure you make it.
And I have a fireproof safe that attaches externally through a special bolt connection.
My standard safe attaches to the wall studs with some pretty hefty bolts. It would take them awhile to get it free.
If you don't bolt it down to the ground, robbers can tip it over and get it into a good position to take a 6 ft pry bar and open it up. Granted real safe's not made in china are more difficult to get into.
Most thieves are not going to have a hand truck with them. They want in and out in a matter of minutes. Anything you can do to make it less convenient to take, ensures your **** will be there when you get home.
mine is in a corner with 4 lag bolts going into each wall and 4 going into the floor (total of 12 lag bolts). then you have the weight of the thing plus the guns....im not saying its impossible but pretty tough to get it