Gas for bbq

Looked around but didnt find an answer, so thought I would post a quick one on here.

Got a new gas grill from the states, the ‘gas connection’ is different then the gray bottles that the gas comes in for the kitchen and water heater. I picked up
a ‘regulator’ that fits the pipe currently going into the pipe.

Is the gas the same, or do I need to find actual propane somewhere?

Any info would be great.