A MIG welder has a couple of different parts. If you open one up you will be able to see something that looks like what is pictured below.
Inside the welder you will find a spool of wire and a series of rollers that pushes the wire out to the welding gun. There isn't much going on inside this part of the welder, so it's worth it to take just a minute and familiarize yourself with the different parts. If the wire feed jams up for any reason (this does happen from time to time) you will want to check this part of the machine out.
The large spool of wire should be held on with a tension nut. The nut should be tight enough to keep the spool from unraveling, but not so tight that the rollers can't pull the wire from the spool.
If you follow the wire from the spool you can see that it goes into a set of rollers that pull the wire off of the big roll. This welder is set up to weld aluminum, so it has aluminum wire loaded into it. The MIG welding I am going to describe in this instructable is for steel which uses a copper colored wire.
The Gas Tank
Assuming you are using a shielding gas with your MIG welder there will be a tank of gas behind the MIG. The tank is either 100% Argon or a mixture of CO2 and Argon. This gas shields the weld as it forms. Without the gas your welds will look brown, splattered and just generally not very nice. Open the main valve of the tank and make sure that there is some gas in the tank. Your gauges should be reading between 0 and 2500 PSI in the tank and the regulator should be set between 15 and 25 PSI depending on how you like to set things up and the type of welding gun you are using.
**It's a good rule of thumb to open all valves to all gas tanks in a shop only a half turn or so. Opening the valve all the way doesn't improve your flow any more than just cracking the valve open since the tank is under so much pressure. The logic behind this is so that if someone needs to quickly shut off gas in an emergency they don't have to spend time cranking down a fully open valve. This might not seem like such a big deal with Argon or CO2, but when your working with flammable gases like oxygen or acetylene you can see why it might come in handy in the event of an emergency.**
Once the wire passes through the rollers it is sent down a set of hoses which lead to the welding gun. The hoses carry the charged electrode and the argon gas.
The Welding Gun
The welding gun is the business end of things. It's where most of your attention will be directed during the welding process. The gun consists of a trigger that controls the wire feed and the flow of electricity. The wire is guided by a replaceable copper tip that is made for each specific welder. Tips vary in size to fit whatever diameter wire you happen to be welding with. Most likely this part of the welder will already be set up for you. The outside of the tip of gun is covered by a ceramic or metal cup which protects the electrode and directs the flow of gas out the tip of the gun. You can see the small piece of wire sticking out of the tip of the welding gun in the pictures below.
The Ground Clamp
The ground clamp is the cathode (-) in the circuit and completes the circuit between the welder, the welding gun and the project. It should either be clipped directly to the piece of metal being welding or onto a metal welding table like the one pictured below (we have two welders hence two clamps, you only need one clamp from the welder attached to your piece to weld).
The clip must be making good contact with the piece being welded for it to work so be sure to grind off any rust or paint that may be preventing it from making a connection with your work.