Burrows were orc structures that served dual purposes: they act not only as farms for the harvesting of various roots and crops, but also as fortified bunkers for the peon workers to hide in during times of attack. Increasing numbers of these structures provide food to support the amassing of additional troops.
Once positioned inside a burrow for protection, peons would fire spears and projectiles. Not being proefficient at melee combat and not being well-armored, peons could not defend themselves outside. Once Thrall began ordering Burrows to be built instead of Pig Farms, he saw how they could be beneficial to his workers. Spears, bows, and other long-ranged weaponry are stored within a burrow with it's store of food. Peons are not... particularly effective... with these weapons, but peons are better at fighting behind a stone wall, rather than on the front lines.