This is EXACTLY why I thought a dedicated thread would have been useful! But I can help you out......
They are a complete unit- unlike .22 conversions. The are "fueled" by propane based gas or (in the case of the WE Hi-Kapa 5.1) a CO2 magazine. The gun used in Chris's video as well as mine are this model. Although neither of us have the CO2 magazine that takes those little bottles, they are available through several retailers.
I bought mine through Airspat.com and they have a full line of guns and accessories. Here is a link for your convenience:
http://www.airsplat.com/TM(TokyoMarui)WE.htm
People have bought from some at other retailers, but Airsplat has one of the largest inventories I have seen and have been great as far as customers service in my experience.