Dont get the citadel spray gun!
Its a glorified toy....
The
GW one is a single action siphon feed airbrush, a poor one at best I believe
Look at dual action gravity fed airbrushes with a 0.3mm nozzle
You can still run these off cans of air if you want, but that'
le get expensive fast, instead most people go for a compressor. Which range from around £50 for a small light duty tank-less, upto thousands of pounds for industrial duty things with 1000L+ tanks able to run a whole factories worth of pneumatic tooling. And all levels in-between
Airbrushing however tends on the smaller side of things, and something in the region of 0.5hp with a small 3-5L tank is more than you would ever need
Airbrushes range from cheap Chinese made things, that will do the job pretty damned well for the price, they can be gotten for a similar price to the
GW spray gun, and are a much better buy. Upto a few hundred for really nicely engineered and crafted pieces of artisan tooling

popular choices for mini painting are Badger Krome, Iwata Eclipse, and my personal favourite Harder and Steenbeck Evolution. But a cheap one will do just fine for most needs