I had one ages ago. They do indeed fire BBs, but I seem to recall it had a rifled barrel, so the Gamo lead BBs are the ones to shoot; I think it also had a few issues with lead BBs, but many pistols do that aren't designed for them. Steel BBs will wear the rifling. Baikal, the company that made them, also produces live firing Maks - the CO2 pistols are very well made.
I was told they were banned from U.S import due to being capable of a conversion to live fire; it sounded very odd to me, particularly given the real thing is cheap and available. Baikal also make one which fires gas or rubber bullets - illegal here of course, but many are converted to live fire and are probably the most common weapon in criminal use; if you care to search, there are various images in the media of them, usually with a suppressor.
Another odd thing: Baikal recommend storing with a CO2 cartridge fitted, something very uncommon with CO2 pistols - it usually rots the seals. I would often hear of owners having seals go wrong, they didn't store it charged.