AA Guns can only be moved during the non-combat phase.
Limited Move: Normally this unit can be moved only
during the Noncombat Move phase. An AAA unit cannot
move during the Combat Move phase (other than being
carried on a transport if the unit was loaded on a prior
turn).
Transports can only unload once:
It can offload in only one territory, and
once it offloads, it can’t move, load, or offload again that
turn.
Unless there’s an exception I’m missing, you can either unload that infantry during the combat move and leave the AA gun on the transport until your next turn (since the transport can’t unload a second time) or you can unload that infantry/AA gun together during the non-combat phase. Additionally, unless you had loaded that transport on a previous turn then you’re stuck with option 2, since you can’t load an AA gun during the combat move.