There are 2 types of flux core welding...
Self shielded
gas shielded
self shielded flux core welding does not need gas and is strictly shielded by the flux that is inside the hollow wire.
Gas shielded flux core is shielded by a combination of the flux inside the hollow wire as well as a shielding gas (typically C25 or straight Co2)
Self shielded flux core is great for outdoor welding where there is a breeze as well as for welding galvanized metal. (wear your respirator for welding galvanized)