Answer:
First you must determine if your gun can use compressed air. Consult the manual for this (most guns can, but certain guns require high or low pressure air tanks). Then purchase either a metal (low end) or carbon fiber/fiberglass tank (high end) with the pressure and size of your budget and liking. Then screw in the tank as you would a co2 canister, then head over to a Paintball air refill station, ask a referee or a friend how to fill it, then hook it up, and fill it.