I am currently working on a shooter, and im wondering how i can make the weapons in the game add bullet holes when they hit the enviroment.
Games generally do this with a technique called "decals". Search Unity Answers for "decal" for previous questions on this subject.
Edit: You asked for more specifics. The following answer has a two-line snippet of code that instantiates a bullet object at a point where a raycast hit something: http://answers.unity3d.com/questions/985/adding-decals-to-a-object
The following answer is about how to use a raycast to find a location where something was hit: http://answers.unity3d.com/questions/3753/location-of-raycast-collision
Those two answers contain most of what you need, as far as scripting goes.
is it possible to instentiate a projector on the position you hit an object and just project a texture of a bullet impact? I don't know anything about projectors but thought it is maybe possible?
no, projectors are used to fake shadows