What he's trying to say is that yes it's a liquid. It's also a gas, just depends on at what point in the system you're question refers to because when dealing with the theory of refrigeration, the refrigerant changes from a liquid to a gas and back to a liquid depending on where in the system it is.
All liquids have some cooling properties, as they evaporate, or turn into a gas, they draw in heat thus creating cold, which is why there's a hot and a cold side to every system as well. You're not creating cold by refrigerating, merely removing heat.
Ever notice that on a hot day you pour water on yourself and as it evaporates, you feel cold? Same thing in a refrigeration or air conditioning system, only it's contained and is filled with a liquid/gas that has better heat retention and evaporation properties.
So, if your question is referring to wondering what you charge your system with? then yes, you're dealing with liquid, because it's compressed enough to be able to be handled in a contained vessel small enough for you to cart around.
Make a little more sense? lol
Tony