How Do I Shoot Filler Primer ?

I'm not a painter but I've done lots of small repairs so this is my advice
With your compressor you're going to need a small "blow in gun" there quite cheap to buy and you can get them off eBay for £20 or less
The high build primer you will need to get from a car paint shop there's lots of makes but it's all pretty much the same thickness and it will be a paint and hardener that mixes aprox 4:1
It won't cover dents and if you repair scratches are deep then it will need 3 or 4 coats and lots of flatting down after to loose them (it's not a miracle worker)

I've always used Lechler 2k filler primer. IMO you need to use a 2K filler primer (in that it goes off via a chemical reaction rather than evaporation of solvents) because you really can't get a decently thick layer to dry properly in a reasonable time with a 1k paint.
2k paint does have some health risks and you should really wear an air fed mask etc. Most people don't and they have no issues, but there is an outside chance that you'll react to it so look into the risks.
With it being a 2K paint, once mixed you'll obviously have to use it within half an hour or so and then clean the gun out properly.

Since you'll be sanding it, surface finish isn't that important, just use any cheap gravity fed gun. Mix it 4:1 with the hardener and see how it goes, if your gun struggles, add a little bit of thinners - a bit goes a long way, you shouldn't need to add more than 10%.

Like discostew says it doesn't work miracles and it can sink and reveal scratches over time if you put it on too thick and rush it.
Ideally you'd feather out anything obvious and get it all pretty much 99% there before using it, but in my opinion it's absolutely essential if you want the final job to look good.

Definitely regarding 2k. Sure, a few people are fine and I know of a few, but I also know of the other half who are not, and one who is no longer here to tell the tale (went in his 50s and was a very decent bloke ).

After all, 2k has cyanide present in it, well isocyanite to be precise, probably a little worse than what the average fag has in it.