Can I use a different type of bolt for awning?
That type of bolt is made for use in brick or concrete. You would drill a hole just large enough for the sleeve to slide into. When tightening the bolt in place the sleeve crinkles at the end this tightly jamming the sleeve against the edges of the hole.
You can still remove the bolt leaving the sleeve in the hole. Even if you were able to remove the sleeve you would still have the hole left so it should be of little consequence if the sleeve is left behind.