From Lexicanum

Auxiliary grenade launchers are small tubular devices which attach to other hand held weapons such as bolters, lasguns and autoguns. Pistols are too small to carry them.¹

The grenade launcher is primed with one type of grenade, quite often krak, which is activated by flipping a switch which deactivates the primary and activates the secondary, grenade, firing mechanism. The grenade is then fired, hopefully hitting and destroying the target. The versatility afforded by this set-up makes troops much more versatile when dealing with a variety of threats.¹

Sources

• ¹:Warhammer 40,000: Wargear (2nd Edition)