Bullets are small explosive devices, there is a primer at the bottom of all shells which when hit or compress ignites a spark which makes the gun power explodes causing the bullet to fire, if you increase the powder the bigger the bang
How Does A Bullet Fire ?
Denkirk pretty much summed it up. He just left out how the primer ignites the spark, which is caused by a firing pin, when the pin hits the primer BOOM...good answer denkirk