The projectile weapons used vary throughout the book. Daggers and swords are the preferred weapons since body shielding stops explosives and fast moving objects.
Las weapons are still widely used when they can be effective; it's just that any time shielding is used they can't be utilized. In terms of the effect the lasgun has with the shield the point of contact causes nuclear fusion (look up the effects of a hydrogen bomb if you want to understand the effects this would have on anyone surrounding the blast) of varying magnitude. This has the effect of vaporizing both users and the people around them. Being that the blast radius and power are unpredictable these blast could destroy entire armies or just the users themselves.
As to their use on Arrakis, shields are not used by anyone other than royals and off-worlders. They are not as widely used in the armies while on Arrakis since they constantly break. Dry desert climate with high winds create huge electrical fields due to static generated by sand storms that short shields out making them less effective and costly to maintain. In the open desert they attract sand worms from all over as the energy they create drives the worms mad. As a result Fremen never use them and thus the Harkonnen use them frequently when trying to subjugate the Fremen.
These issues bring about wide use of projectiles weapons of all kinds. Described as chemically propelled pellets and darts. Essentially cartridge fired bullets and shotgun shells. The Fremen have micro-manufacturing facilities so they could build what ever tool or weapon needed for a task if they had the resources.
The baron uses artillery when he attacks the Atreides and killed Paul's father. They attack with lasguns driving the duke's army into caves and then drops artillery on them sealing them in so he doesn't have to deal with them. He even describes this as ancient tech that no one even remembers because it has no practical use on normal battle ground.
When Paul goes to war with the emperor he takes this strategy to the next level and makes all sorts of ancient weapons longs since abandoned as useless. After he uses his house atomics on the shield wall the sand storm knocks out the Sardaukars and house shields. With out the shields to deal with Paul uses what essentially amounted to shoulder launched rockets and weapons we use today to take out the cockpits of the airpower and the emperor's space ship. Once any tech that could be a threat to his unshielded Fremen is gone, they can move in and use the fighting skills that are unique to Dune such as unshielded sword and knife fighting as well as the use of guns.