Yea the little ones you can get from most places, halfords prob do and motor factors like Cliffords/Camberly AutoFactors etc etc.
The big canisters are harder to get hold of cos you have to be registered i think to get them. You get the canister then top it up at a specialist gas supplier.
For general welding the smaller ones are fine mate and you'd have nowhere to fit a big tank anyway
Welding is pretty easy to be honest its learning to get the right power settings so you dont burn thru but get a good constant weld. best way to learn is go to a scrappers and get some old panels and practice on em!!