Variations on this theme are fairly common questions around here. As far as the Americas are concerned, I'd recommend checking out this section of our FAQs.

The main take-away here is that European military technology at the time of first contact with the Americas was only marginally better in certain circumstances. Europeans suffer numerous defeats and many colonies fail early on, but the history books tend to spend more time on Cortes and Pizarro and less time on Narvaez, Allyon, de Soto, Pardo, etc. (just to focus on the American Southeast).

When you get to King Philip's War in 1675, the Wampanoag actually have a technological edge as far as military matters are concerned. They're equipped with far more flintlock muskets than their colonial counterparts, who are still using older matchlock muskets for the most parts. In the Northeast, Native peoples didn't bother with matchlocks - they were slow, noisy, and inaccurate, poor substitutes for their own weaponry. With flintlocks, the disparity between Native bows and European guns begins to narrow and the gun trade takes off. They didn't have the same manufacturing base as the colonists and had to rely on trade to acquire their weapons, but the Narragansett were working on that problem by the time the war started. They already had at least three gun forges operational at the time, mainly focused on keeping the weapons they had in good repair and providing ammunition. They couldn't make gun powder though (nor could the colonists for that matter, they had to import their powder too), which would prove fatal to the Wampanoag's war efforts once their supplies ran out and they couldn't gain access to French sources. In the early part of the war, the Wampanoag did very well against the colonists, but they ultimately lost the southern front of that war. As for the northern front, the Abenki defeated the English and kept the colonists out of Maine and most of New Hampshire.

But the Wampanoag had some other disadvantages which reflects general trends in the Americas. They were struggling to recover from multiple waves of epidemics that had hit since Europeans began arriving in the area. By the time the war broke out the English in the area out numbered the Wampanoag 8-to-1 (this would rise to about 10-to-1 by the time the war was over). Though the Wampanoag's military forces were roughly equivalent in size, the colonists could absorb and replace their losses faster and much more easily. The margin of error for Native societies was significantly smaller. Additionally, local politics generally meant Native nations had non-European enemies nearby while Europeans had their non-Native enemies several hundred miles away. In King Philip's War, this resulted in the Iroquois cutting off a potential supply line to Montreal and Mohegan scouts leading the English the the secret refuges where the Wampanoag had hidden their non-fighting population.