Nice, SparkFun provides the schematics and a link to a example.
It seems that the A2 and B2 are not connected at all. That's no problem.
The heater uses 5V.
Connect the GND to GND, and H1 (the heater) to 5V. The sensor will get warm if the heater is on.
Perhaps you need a seperate adapter of 5V for the sensor. If you use the USB bus to power the Arduino, the voltage and current might be too low. Also the voltage regulator for 5V on the Arduino board might get too hot if you use the 5V from the Arduino board.
Connect A1 to +5V.
Connect B1 to an analog input of the Arduino.
Use 10k (or a variable resistor) from B1 to GND, that is the load resistor.
If you let gas flow near the sensor, the values read by the Arduino should get up a lot.
After the burn-in time, you can select a better load resistor.
Don't forget to read this page also: https://www.sparkfun.com/products/9404