use it just like propane, except the gas is lighter than air so it will rise, rather than settle to a low spot like propane.
take the same precautions and you should have no problems.
no matter where you go, it WILL be harder to find a filling station for CNG, whereas propane filling stations are everywhere here in the states..
if you ever decide to convert to the easier to acquire propane, it is only a matter of changing the orifice size in the appliance...