No you do not use any gas, it air from a compressor or some even have them buit in, as fars as paint edges burning no not to bad at all. The one I have is adjustable for the materail thickness, cuts like butter through the real thin stuff without ant distortion or paint burning. I use it a lot for cutting through heating units jackets for repairs, after the repair I flange the panel back into the sapce it was before.
Body shops use them a lot for this reason, find a shop with one and take a peek at how they use them.
Bernie