I do not use compressed air, and I don't see any advantage. What exactly on a gun gets so gunked up you need compressed air? I've gotten guns that hadn't been cleaned in years, never once did I think to myself if I only brought my air compressor inside. I use solvent and oil to clean.
I'm not saying you shouldn't or couldn't, I just don't see any advantages.
And just some advise, YouTube doesn't have it all. It's almost always some ignorant person that has no clue what they are doing. I've had to look up a few things on YouTube as a last hope, and honestly it's best just to jump in and figure it on your own. They usually stop the camera at the difficult times right when you need to figure out the step they can't show because its too hard to hold the camera or the lighting is so horrible you can't see anything. A good majority of YouTube videos are made by amateurs. You'll almost never see a real expert on there. And honestly, this is forum is on the Internet as well. The vast majority of members are amatures themselves, including myself.
So take this advice as you want, but with anything in life as long as no real danger occurrs jump right in and do as you think. There's more than one way to skin a cat, or in this case clean a gun.