Some visual aids may help:
You can see the gasses exiting the muzzle and the circular pressure wave from the explosion. You can also the 'pressure cone' from the bullet itself.
Here's one of just a projectile
From the position of shooting a rifle, you are in a relatively unique location in that you are inside the pressure cone. If you're downrange, the cone passes across your location, and you experience the sound waves.
You can see the gasses exiting the muzzle and the circular pressure wave from the explosion. You can also the 'pressure cone' from the bullet itself.
Here's one of just a projectile
From the position of shooting a rifle, you are in a relatively unique location in that you are inside the pressure cone. If you're downrange, the cone passes across your location, and you experience the sound waves.