Most birdshot and buckshot shells are “crimped” at the nose to enclose the shot payload, while most slug rounds have an open nose with a rolled-over edge. Some buckshot and slug rounds use a rolled hull and an over-shot card made of plastic or paper, which contains the payload and may or may not also be sealed with glue or other waterproofing agents.
For economy, the “bulk” birdshot shells you find at big-box stores now have nickel- or brass-plated steel bases, rather than brass. This generally causes no issues in modern firearms, but you may find your shotgun a little finicky with steel-based hulls, and you might find you need true brass-based hulls. Polishing your shotgun’s chamber with fine steel wool sometimes can alleviate any problems with extraction.
How do shotgun shells really work?

When the primer of a shotgun shell contained in a shotgun’s chamber is struck by the firing pin or striker, the impact-sensitive chemical contained in the primer ignites, and the flame flows through the “flash hole” in the base of the shell into the powder charge, igniting it.
The powder charge burns extremely rapidly (most people would say it “explodes”), which pushes against the wad or shot cup, which pushes against the shot or slug (or other payload) contained in the forward part of the shell.
The wad/shot cup and projectile/s are pushed down the barrel and out of the muzzle of the shotgun toward the target, generally at speeds between about 1100 and 1600 feet per second, depending on the load. This all happens in a few thousandths of a second.