According to reports it fires .22 rounds and it appears to have single use short barrels with thick walls. The bullet should have left the barrel before there is any serious build up of pressure. However, that means that, like any very short barrel gun, from SS belt buckle guns to mobile phone guns, they are unlikely to be effective except at very close range.
The designers are American. They assume anybody can get hold of bullets in their local corner shop.
Colin Bignell