I don't have the rulebook with me, but missile weapons and melee weapons are separate categories. If the throwing axes are not listed under melee weapons then they use their hand weapons in combat. It is a permissive rules system so it has to say you use such and such a weapon in combat for you to use it, rather than specifying that you can't in order to forbid it.
The burning head, as I understand it, acts as an 18 inch cannonball bounce starting at the caster. The reference to cannonball is to tell you how to work out who is hit, and also that Monstrous Infantry will stop the bounce if it does not score a kill, like with a cannonball. It has nothing to do with Artillery Dice at all. 18 inch cannonball template starting at the caster.