Hi,
A compressor is absolutely essential for airbrushing IMO. Cost wise, it will pay for itself very quickly - you will actually save money by buying one. What's more is that you will get consistent pressure all the time, unlike with the cans in where the pressure falls with use.
As for specifics, I don't know what coupler the GW brush uses, but most manufacturers will sell adapters for different brands.
Whatever you do, try looking for these online once you have settled on a brand. Model supply stores sometimes aren't the best place to look, so also try art supply stores. My favorite brand is Iwata. They have some good quality entry level models.
Try
www.dickblick.com They often have sales to make the compressors more affordable.
Hope this helps,
CF