Piping isn't easy, and doing it wrong may result in leakage, fire, explosions and/or death! What you generally want to do is use a gas collector to collect the gas and put it into pipes. However, a gas collector can only pump gas through a limited length of pipes. If you want to pump it longer than that, you have to use Gas Pumps to provide additional pressure. Use properly rated pipes that can handle the pressure. If you want to pump or collect gases of specific types, you can right click an airborn gas with a sampler, then right click with this sampler on the pump/collector.
You might want to store this gas somewhere. That's what you have tanks for. Gas can also be stored in Gas Bottles, which can be filled with a a Gas Transposer. These Gas Bottles can be placed inlanterns to produce light for varying periods of time. Some gases are more efficient as fuel than other gases.
To use the gas for other purposes than lighting, try pumping it into a Gas Furnace or a Gas Dynamo. The Gas Furnace has an unique temperature mechanic; Smelting an item will increase the furnace temperature, which in turn will cause items to smelt faster. Gas consumption remains the same no matter what the temperature is, meaning you can save gas by using a speedy warm furnace. Gas Dynamos allow you to produce RF (Redstone Flux) using combustible gases.
More detailed information on piping can be found in the Information Database.