This is a complex subject which would take a lot to adequately respond to.
Quick, short advice from me. I have three air brushes all of which cost north of £150 each and two compressors that cost even more!
The Lidl set up is fine but won't be good for fine work. It'll do big areas, scenic bases etc but not much more. It's a single action brush so all you can affect is the amount of air through the brush. Double action is a lot better
You can spray anything but cleaning the brush is paramount. Acrylic paint is the easiest to clean up but is fragile and easily marked. Usually requires a final protective coat of varnish or similar.
The thinness of the paint and air pressure are very important. Thin paint is good but the results will vary with pressure used.
Practice practice practice and experiment are the way to learn how to airbrush. The are plenty of videos on YouTube showing techniques, watch them and follow the exercises. The Lidl setup will be a good starter to learn but I suspect you will want to spend more money on better kit to spray models. You will also probably need a better compressor.
Airbrush manufacturers I would recommend are Iwata and Harder & Steenbeck, they do a complete range at prices starting not much more than the Lidl set up.
Go and buy and try. Just keep practicing and experimenting till you find what suits you.
One last thing always thin the paint with the paint manufacturers own thinner products.
Ask questions, I'll try and answer them.