On your other post (
http://p8ntballer-forums.com/threads/newbie-here-hi.158137/) you mention using local woods. Please consider the circumstances as it could be criminal, and if not there could still be safety issues
If public land, or without landowner permission then there are legal issues just for playing there
If private land the issue remains regarding control of access. If you can't control access then there is a risk to anyone who comes upon you - authorised or not. The issue will affect you and the landowner
If there is the slightest element of business use (EG woods in farmland) then there are other legal issues
Other than that - nothing wrong with using disposables (but dispose responsibly/ recycle etc)
With disposable co2 you are limited to markers that are safe with co2
For refills you can have either co2 or compressed air.
A co2 cylinder will just have the valve, an air cylinder will have a regulator which has the output valve and a side fill nipple
You can get fills at paintball sites - depending on your cylinder and the air or co2 system they use
Fills can be obtained elsewhere - mainly paintball shops or dive shops, for dive shops you may need to provide the appropriate fill system adaptor
Filling to use off site will probably cost money, filling to use on site will be free
Do consider getting onto a local paintball site. It does not have to cost as much as standard punter paintball, and you can get fresh paint without paying courier delivery charges etc
Look into walkons and events that may take your fancy
http://p8ntballer-forums.com/threads/what-paintball-costs.153010/