They work kinda like real bullets, but without the charge.
Think of a hollow tube, and in the tube is a piece of plastic inserted into it, which is the projectile. It is held under a little bit of pressure which helps it leave the barrel faster. In the gun there is also a firing pin type thingy, the same size(maybe smaller) as the projectile. That's what send the bullets flying.
You should watch the first video, it really shows it well.
I guess I just wanted to know what generates the pressure. It can't be gunpowder, so is it CO2, or spring-loaded, or