I can't seem to get a link that works, but, I searched and found an article called,
400 years of Tradition by Robert D. Beeman
He talks about air-guns being used back in the 1500's!?
If I remember my history correctly the expedition used the air rifles for small game hunting. Apparently the guns shocked the natives as they had never seen anything like this before. Of course in the early 1800s my guess is that native americans in what is now the Dakotas would not have had any experience with traditional firearms or the white man.
from what i have seen and heard on this matter , they did use a type of air rifle , meaning it worked with what i can best describe as a type of bellows like you use in a fire place or like a black smith uses to get his fire hotter .
I have also seen a thing on TV before that also described one type of weapon they used as a type of blow gun that would blow out like a dart .
American Rifleman did a great article on this last year. They had a photo of one of the guns and the supply list showing it was a planned item to take with them.