Welcome to Librarium Online!
do the Burnas in slugga and and shoota squads work the same as the ones in the armory? i.e. power weapons, roll 2d6 for armour penentration?
Yep. Just remember that you can't use them as a PW in the assault phase if you used them to burn in the shooting phase of the same turn.
a burna is a burna, no matter where it comes from. so yes, if you don't fire it, it's still a power weapon
And remember that the bonus againt vehicles only works in assault, NOT in shooting (see the official FAQ).