Has to be fairly well sealed to keep the CO2 in long enough for the plants to use it. Some rooms are totally sealed with the air being constantly recycled with A/C and dehumidifiers keeping temps and RH at the proper levels.
To do it even properly costs more than a few bux for the equipment and controllers needed for it all to work. Temps are kept higher than usual to get the most benefit from the extra CO2 along with higher light levels and nute strengths. It takes a lot of experience to do it all right and it's very easy to have everything go sideways if there are any screwups or lapses in attention to detail.
I used CO2 with the grow I'm finishing up now but was just going in and blasting the room with the gas from a welding tank and turning my exhaust fan off until the temps hit 90+ then firing up the fan to cool the room down a bit then blasting it again. I only had enough CO2 to do it during the stretch period but was impressed with the results so will be getting the tank refilled and looking into getting a controller for it. My try was half-assed.