Combustion is very old technology. Putting it inside a different machine (e.g. a gun or a car engine) doesn't change the chemistry. If you want to get right down to it, we're just talking about oxidation - which means that in any sort of world where rapid oxidation doesn't work (i.e. explosives), your lungs also don't work because you need that oxygen bonding with the iron in your hemoglobin or you die.

If you can light a fire, you can make an explosion. If you can make an explosion, you can use it to launch a projectile.

There's no world in which fire exists but guns are impossible. Even if you don't have the metalworking sophistication for a modern gun, you could still make a Chinese-style gunpowder rocket.

For all we know the hogwarts express runs on magic

It makes steam.

Combustion, sure, but not an explosion.

I hate to do this to you, but that’s kind how explosions work (i.e. combustion).

Edit: I should’ve done my homework.

Explosions are combustion.

And really we're just talking about oxidation. If oxidation works (which it must, because the characters are breathing) then chemically-propelled projectiles must also work.