* CO2 is a gas itself: Carbon dioxide (CO2) is a molecule made of one carbon atom and two oxygen atoms. In its natural state, CO2 exists as a gas. So, it doesn't contain another gas *inside* it.
* CO2 can be compressed: CO2 can be compressed and stored as a liquid under pressure. In this form, it's still CO2, but it's in a denser state. It's not that it has another gas inside, but that the CO2 molecules are packed more tightly together.
To clarify:
* You wouldn't say "CO2 has air inside it" because CO2 isn't a container for air. It's a distinct gas.
* You could say "CO2 can be compressed into a liquid state" to describe its ability to change density.
Let me know if you have other questions!