As you might expect, a champion uses his own characteristics when he shoots. If making a shooting attack, the champion must shoot at the same target as the rest of his unit – you'll normally want to roll different coloured dice for the champion's shots if he has a different Ballistic Skill.
A champion cannot normally be targeted by enemy shooting attacks – he can only be removed as a casualty if there are no other rank-and-file members of his unit left (not even the standard bearer or musician).
The only exceptions to this are attacks that use a template (such as cannons, stone throwers, breath weapons, magical vortexes and so on).
Fortunately, in these cases, a champion is so beloved by his unit that ordinary rank and file troops will attempt to save him – as represented by the "Look Out Sir!" rule below.