The atmospheric gases exist as liquids at very low temperatures such as -150 °C or - 200°C. To liquefy such gases by cooling is practically very difficult. Only a few gases are cooled to liquefy them.
To liquefy a gas we need to bring the gas molecules together very close to each other. This is achieved by compressing them using high pressures. At very high pressures, the boiling point of the liquid rises. So at practically achievable temperatures, the gases can liquefy and exist as liquids.
This principle is used to liquefy oxygen, hydrogen, helium, nitrogen, and petroleum gas too. The LPG cylinder contains liquefied petroleum gas at high pressure.