OK, the nozzle is hollow, right? And it unscrews, correct? That exposes the contact tip where the current meets the wire. You wouldn't want to touch that wile welding, either to your work or you. You get a nozzle whether you need it of not. So, at that point there are 2 little holes at the back of the tip coming our of the side. The gas comes down the general hose and exits at the contact tip. It is contained within the nozzle and flows out over your weld puddle. I can't think of any gun hose that isn't ready for the gas unless the unit is NOT designed to receive a conversion. I think yours is ready.
Don't forget, you have to change the wire over to solid and change the polarity.
Here's a good site out of dozens to read up on safety, set ups and technique.