On this leg of the flight, the 1st Officer (FO) was flying the aircraft while the Captain (Capt) was monitoring and conducting ATC communications. Reportedly, the aircrew had followed the checklist during arrival; however, the aircraft was landed with the gear retracted. When the aircraft touched down, pieces of the right propeller blades broke off and entered the right side of the fuselage, between and below the 1st and 2nd windows. Five pieces penetrated the passenger compartment and seriously injured a passenger in the 1st row. The other 1st row passenger received minor injuries. The Captain stated he had put the gear handle in the down position. The FO remembered calling for gear extension, but did not recall actually noticing the gear being lowered. Damages indicated the gear doors were closed during touchdown. The gear and warning systems were checked and they functioned normally. The FO had pulled the gear warning circuit breaker (CB) on the previous flight, but had reset it. He speculated the CB may not have been all the way in (not fully reset); thus, deactivating the gear warning system.