Chances of short circuits

Almost right...

A2 connection is wrong. Connect to +5 V

B1 connection is wrong. Connect to Analog 4 just like B2

GND is correct.

H1 is correct.

R1 is too low. A 100 K to 470 K

Check the datasheet of the MQ-3

Why should I use the analog pin anyway, if all the pins of the MQ-3 are digital?

The MQ-3 is NOT digital. It is an analog device. And the device need to be calibrated by varing RL ( from 100 K to 470 K ). And also in coding. <-- use Math to calibrated. You need to convert the analog value ( 0 - 1023 ) into Alcool Concentration. The datasheet graph of the device is not linear, more like a logaritm graph or some kind of frequency responce graph. So to calculate is going to be a "bit tricky".