how does a air compressor work

Hello please could someone explain how a air compressor works as I need one for a project I’m doing as I’m going to buy my own full size train horn and I know I need a compressor to give it air but I was just wondering how it works. Does it suck in air and then transfer it from a main tank or something. Also could it run out of air. Any explanation would be appreciated. Take care and have a wonderful day.