You have to buy the LPG kit provided one is made for your ventless heater. I wouldn't try it any other way unless "you really know what you're doing". Otherwise, its an accident waiting to happen. If this is one of those typical ventless heater being sold at h/w or home ware stores, you could buy another heater that's already LPG. Otherwise, check your local appliance repair/supply or check with the maker of your model# for kit to be send to you for some cost. If you still have the manual, review it or online if possible what maybe available.
-----Willy Happy