According to your trusty Lincoln-Pro-Mig 140 Spec PDF
ON the manuals, I don't know which one is yours:
Operators Manuals | Lincoln Electric
you should be alright with welding 24-gauge steel sheet, that is according to some conversion table about 0.025" or 0.635mm - I would hope you have nothing thinner on your BUS!!
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Otherwise it is time to break out your trusty OxyAcetylene-equipment OR your TIG-welder!! You don't have either - you better have another gift-certificate for Loewes!!
Please, have a look at your manual according to material and thickness you use different size wire and quality.....
Though it says you DON'T weld 1/4" in one go on gas - have a look at this youtube clip - apparently there is tricks to go with...
I wouldn't be surprised if there were some tricks for thinner skin too!!
NOW - it is time to google/youtube/forum your way into the details/mods/tricks of your new toy!!
Lincoln itself has at least a weeks worth of stuff for beginners to read up upon!! They have excellent beginners support!
POWER MIG 210 MP - From Box to Weld Video
[I know it is the bigger brother - but I am sure you will learn something!!]
MIG Welding Forum
Read/Watch/Listen/TRY - repeat!! ASK/ASK/ASK!!
There is NO stupid questions - (...well, there is ONE - the ONE you DON'T ask!!)....
Learning curve is about 87° steep! Meaning - you should become good in no time!!