Is there a gun that shoots only air and not projectiles of any kind. Can air guns just shoot air if you don't load it with BBs or pellets?

Several years ago Daisy made a POP gun that just shot air. Hence the name POP gun. It's no longer around.

Spring driven BB guns and pellet rifles are designed to shoot a projectile. when the spring piston is released (After cocking) the spring compresses the air and fires the pellet / BB. Just before the pellet is fired the air in the chamber is compresses and actually slows down the piston and keeps it from slamming against the end of the chamber. Firing a bb gun without a bb / pellet in the loading chamber ( Dryfiring) will eventually ruin the BB gun.

Firing a C02 gun without a bb will not damage it but C02 produces 800 PSI of pressure and if the barrel it put against the skin the air from the barrel will blow a hole in the skin.

BB guns and air guns are not toys. I suggest getting a spring airsoft gun. One that fire around 150 to 200 FPS (Feet per second). These will do little damage and can be fired without a plastic BB.