Oh so case is just empty shells then, it is the reloader bench I use isnt it?
Also ive just had a read and it seems I cant get the Anti-Material Rifle as im only level 8.
Yes you need to use the reloader bench to reload the shells which are empty casings to become bullets again. First you will need to either...
A. break down other type of ammo which will give you gun powder as well as different primers for small pistol, large pistol, small rifle, big rifle, small shot gun, big shotgun as well as lead.
B. buy some rifle or pistol powder from a vendor depending on what you will reload as well as buying the primers for what you need (ie small or large pistol, small or large rifle, ect).
You could also pick up scrap metal which at the bench if you scroll all the way down and hover over the bottom most which is converting scrap iron into lead for reloading your guns. Once you do this then reloading the different rounds is all dependant on your skill level. My first play through I was able to reload shot gun shells (12 ga break down to use in 10 ga shells) to slug status. My new play through I am not able to cause I dont have the skill yet to make slugs.
When you hover over a bullet you want to craft it lists the skill you have and the skill required to craft said item.