In a gun-type fission weapon the "gun" is part of a nuclear weapon. The projectile is fissile material that is fired and captured inside the device. In the case of nuclear artillery, it should not be confused with the gun that fires the whole warheads. In a captive bolt gun the projectile is also caught within the mechanism. Such captive piston guns are often used to humanely stun farm animals for slaughter. You have to shoot those monsters by your gun and take some bonuses.