There are many different types of ammunition for missions of all kinds, and most of them are very easy to identify if you know what features and colors they have.
It is a special type of bullet, modified to accept a small charge pyrotechnics at its base. It ignites when fired, burning brightly and making the projectile Visible to the human eye, allowing the shooter to follow the bullet's path to the target and make corrections to its precision y aim.
La explosive bullet is a special type of ammunition made in a workbench, made with the Explosive Powder and the Empty bullet. These bullets explode on impact with a surface or object.
They are similar to the tracers, their mission is to start fires on the target. They are seldom built if not combined as armor-piercing. There are two ways to start it: with a pyrotechnic delay (when some type of wick is consumed or the tracer charge in the combined ones) or with an impact fuze (only practical in larger calibers). In the photo a .303 British with an incendiary capsule in the back half of the bullet.
Steel bullet or other dense metal. They must have a wrap or at least a soft metal forcing strip to catch the stretch marks. The two in the photo, different models of 37 mm, are explosive with an initiator on the back. This type of perforating bullets has practically disappeared since they need very powerful charges to be effective.
Bullets generally made up of compacted powder (copper powder, carbon powder ...). Their objective is usually to cancel terrorist threats in dangerous environments (airplanes, refineries, nuclear power plants ...) and they manage to penetrate the human body but they are destroyed without causing damage if they hit hard surfaces. Some varieties are used for training, leaving a dust mark on the target. The one in the photo a 5.56 × 45 with a non-rechargeable aluminum scabbard.