Wrought iron is iron that has been beaten to have impurities removed, and in the process it absorbs some of the carbon from the charcoal. It can be soft or hard, depending on how much carbon it absorbs. So you can think of it almost as steel.
You can shoot projectiles of it with a crossbow, or make some sort of ballistic knife (like the KGB agents did--spring loaded tube that hurls knife blades).
Shotguns can shoot steel shot, but it is usuall only small bb's. So you can make wrought iron bb's.
If you wanted to shoot it like a single bullet out of a rifle, it would screw up the barrel something fierce. A rifle has circular grooves machined in it to make the bullet spin as it travels down the rifle. Lead bullets, because they are soft, can catch those grooves and spin..without damaging the gooves. A wrought iron bullet would do that for a few shots, but quickly scratch up the barrel. Once the barrel is scratched up, the bullet will not spin and the rifle's accuracy will be forever lost.
Guns--firearms without any rifling in the barrel are the only thing that could fire a wrought iron projectile without damage. It would probably need to be round in shape, like a ball, to not do some funky rattling around when being fired. It would have to be smaller than the barrel too.
I suppose, using modern technology, you could make a wrought iron projectile, but imbed it in a plastic ring. The plastic ring would be the only thing that touched the barrel, but would separate from the projectile after it left the barrel. They make such things, called sabots, for use in rifled barrels. That way you could fire a spear shaped projectile and not have it do anything funky to the rifled barrel.
Sabot - Wikipedia, the free encyclopedia
I suppose using primative technology, you could coat the wrought iron projectile with lead, so that the lead acted as a plastic sabot would.
This is all theoretical, of course, for your book writing. I suspect that firing some sort of large wrought iron projectile might violate state or federal laws due to its huge size.