I would think Metal Gear most fits in the Adventure module. Definitely not a platformer, space shooter, or beat-em-up. So adventure it is.
But NES Maker doesn't yet have all the abilities out-of-the box to do everything that Metal Gear can do without you having to do some extra coding. With reasonable ease, you can build a game where your your hero gains a knife and a gun as separate weapons. You could also build enemies that patrol their camp in fixed movements. But it would take some time to give the enemies some A.I. to "see" you then charge after you. But there are plenty of people here that know coding rather well that may be able to assist.