The big tanks you are talking about are simply a much larger version of the propane tanks you use for a grill. These actually work in much the same way as you are use to when grilling, in that the tank is hooked up to the device you are going to cook on and when you turn the stove on propane is lit, creating a controled fire at your burner. These tanks are filled by propane distributors (think King of the Hill if you have seen the show). Where a large truck comes to your location and hooks up to the tank in order to fill it up.

The large tank is not all that common as natural gas lines are available to more and more of the population. With Natural Gas you have the same way of working with the exception of no tank (the gas comes from a centralized location that travels underground to your house).
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There is a difference between natural gas and propane. Most people who have those big tanks in the country are using propane. If you have natural gas you simply connect to the utility--that is, you have to call a licensed service man and THEY connect you to the utility!

For people with the big tanks, you still need to get a plumber to do the actual connecting, but you call the propane sales place to get it filled. But the nice thing is there are usually several companies to choose from, and the price can fluxuate from week to week, so you can choose when to get it filled to get a better price. With your local natural gas utility, at least in the U.S., you have no choice at all and have to go with whatever price they charge.
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"I'd like to use gas appliances in my cabin. How does it all work?"

That's your question. I bet you'll get better answers if you ask like that rather than just writing "gas utilities" and expecting people to click through and read a paragraph to figure out what you're curious about.
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