What you have is a mig welder. They can be run with flux core wire that doesn't require a shielding gas, or a true mig which would use an argon or argon blend gas for shielding the weld. You should have a short length of hose and a regulator that connect to a fitting on the back of the box for feeding the gas to the welding lead. You should also have a manual that shows the different setups for using either. If you don't have those you should become familiar with the welding supply shop in your area that sells Lincoln equipment and have them get those items for you. They would also be a supply sourse for the proper wire........coated steel, .023 is typical, but you need to have the proper size drive rollers and tip at the business end. Sounds like you've got a lot to learn, so a good basic welding text or tape/dvd would be in order too. Given your limited experience, lets just say that a TIG welder is similar in concept to the mig in that it uses a shielding gas, but can weld without filler material, or if needed the filler rod is not fed through the gun, but rather externally. For patch panels a mig is very useful.