I could only find connections of GSM to Arduino and gas sensor to Arduino. Anyone who can give me a connection diagram of three devices?
The examples given are exactly that, examples, the configuration shown isn't set in stone. I'd recommend you read some Arduino tutorials online and get both units working independently. Use both the example configuration shown as well as swapping the pins around. Once you've done that your entire project will fall into place. Focus on learning and not on getting your final project done. Even for a complete beginner this will only take a couple of hours of play. You'll find that your next project attempts will go much quicker. If you have any specific questions don't hesitate to ask.
My hint to you would be to look at the bottom of the GSM modem link you provided. The GSM modem uses no analog pins, the sensor you're using uses only analog pins.