For the manuals go to
http://www.everlastwelders.com/manuals
Air is for plasma cutting. Argon and mixed gas is for welding.
Tank size... A good starting tank would be a 80-125cf tank. They go fast when you start learning so that is a small but good starting tank.
Make sure you turn off the tank valve when you are done welding. If you want to PM me a phone number I can call you and get more details, but the above will work for you. You will save a lot of money if you jump to a K size tank, but it will weigh over 200 lbs.
Mike