The names of the victims have not been released pending family notification.
Authorities arrested Gonzalez early Monday morning at a motel in Henry County, about 50 miles northeast of Mount Airy near the state line.
Mount Airy police said in a statement that authorities received information about Gonzalez's whereabouts around 2:30 a.m. Monday
Police said the victims were shot less than a mile from the police station. Mount Airy Police Chief Dale Watson said the victims and the suspect were at the television store for a reason.
"We don't feel this was a random event," Watson said. "We do have an idea why [they were shot], but we won't be releasing that."
People who knew the victims gathered near Woods TV Sunday and began crying and collapsing to the ground as they learned what happened.
Mount Airy is best known as the inspiration for Mayberry, the town featured in the television series "The Andy Griffith Show." Andy Griffith, who played the main character in the TV series, also is from Mount Airy.