Welder has to be previously setup to use for gas, if you want to use gas. If you ever want it for an option, get one that's already set up for it.
Welders that are already set up for it can still use flux-impregnated wire, so there's no need to have argon on hand all the time.
Argon is just there as a "shielding" gas, to prevent oxidation of the weld as the metal heats up. Argon displaces the "air" in the area of the super-heated metal, so it can't mix with the molten steel/whatever and cause more slag/a weak weld.
Flux helps to do the same thing, but each has a place where it is ideal. I don't use argon because my Father's MIG isn't setup for it, and I wouldn't buy it anyway, because I don't do too much structural welding. If I was, I'd be using a stick/arc welder anyway.
The hardest thing about MIG welding is learning to set the wire speed/current correctly. It's a fine art that you'll master with time, and patience, not reading and questioning.
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