Actually, if you look at the earlier seasons, they originally had no clue what to do. Plus, consider they have a Jaffa with them. Tealc could probably easily educate them on what the basics are, and trial and error telling them the rest. By the time we get to the current season, human scientists not only knew enough about the tech to combine it with human tech, but to manage to produce human versions of it.
And, yes, they have found tech before where they didn't know what it does, and with one item they spent most of the episode toying with it to undo what they accidentally did. In any case, they don't show a lot of the advancements in tech that humans make based on their observations and experimentations with alien tech because, well, it's boring.
Oh, and the Gua'uld are not entirely what you think. They're symbiotes. In Jaffa, they completely replace the immune system (part of how they fit into the stomach cavity). They need wet places to mature in, and what better place than a humanoid body? Once they take a host, they bond with the spine, not the guts. Oh, and for real fun, look at real life stories of people. Trust me, they have yet to do anything on the show with those symbiotes that is actually outside the capacity of the human body.
Finally, answer this question: What need would the Asgard have for projectile weapons? Finally, what makes you think they actually have the technological capacity to create them? A projectile weapon probably requires a complete retooling of their factory system. Something that can take years, and doesn't exactly help when you need the weapon by tomorrow. Or, if you're under attack, by yesterday.