Air is a mixture of gases (and some dust) because the gases (oxygen, nitrogen, carbon dioxide, etc.) do not combine chemically into other compounds. Just like a mixture of salt & pepper doesn't combine into some other thing.
The mixture is homogenous if it consists only of gases. If dust is mixed in the mixture is heterogeneous (dust is solid matter, gas is gas) A heterogenous mixture is one of different types of matter.
Separating one gas from the other is different for each gas and a complicated matter.