When a bullet flies through the air, the velocity of the air displaced by the bullet can cause injury without the bullet directly hitting flesh. This phenomenon is called "cavitation." As the bullet moves through the air, it creates a temporary low-pressure area behind it, which can cause tissues to rapidly expand and contract, leading to potential injury.
Not sure if Trump was struck by the physical bullet, or if it was just a graze. Make no mistake if you could see you'd notice the spirit, the holy Ghost play that game where you tap the opposite shoulder to get them to turn their head