Thats a pub CO2 gas bottle. You should be able to find somewhere local that will swap it for you. If you have the bottle you already have the difficult bit (they are usually on a return basis so everyone usually sends them back). Just go ask in a pub if you could swap your empty for a full one or know where you could get a full one.

Higher settings are for thicker metal. If you feel the torch pushing back on your hand the wire speed is too fast. I usually set it too fast then slow down to the point where I get a good constant flow without feeling the wire pushing against what I'm trying to weld.

If you blow holes in the metal you have the amps too high. If your weld looks like it's sat ontop of the metal without flowing into it then amps are set too low. Metal turning blue along the edge of the weld is a good indication of heat penetration.