The G&G guns have something called Pneumatic blow back, its rather cool because it doesn't require any extra power from the battery like some other electric blowback guns.
Basically AEG's shoot BB's by pushing them out the barrel with air, how the Pneumatic blow back works is a small ammount of that air is used to move a fake bolt back, it then compresses a little spring that pushes the bolt back to the original state, simulating a firing mechanism of a real firearm.
To be honest its not the greatest blow-back system, unlike gas blow back guns its not as much of a jolt but it makes a nice sound.
its nice however because it requires no additional energy and no mechanical parts other than a spring, so its more reliable. I think also most G&G guns allow you to turn it off if you want.
In summary no you don't require any kind of gas for a Pneumatic blow back gun, it just uses the air produced when firing.