see a video on using a cutting torch here
A quick leak check can be done by pressurizing the hoses and then watching the gauges to see if they drop in pressure. If the pressure readings drop, there is a leak.
Do not check for leaks with a lighter. only use approved liquid leak check solutions.
This is known as a neutral flame. If you are using a cutting tip press the cutting lever and make final adjustments to the flame so the cones are defined
Some brands like the Victor Cutting torch have instructions to turn off the oxygen first. Its always best to follow the instructions for the torch you are using.
go to main page for oxyfuel cutting torch safety