A bottle of air lasts about half an hour, more or less depending on how hard the firefighter is working. Here's a picture of a firefighter wearing an air mask under his helmet and protective hood. The hose that comes out of the front of the mask connects to the air tank through a regulator . The regulator sends air from the tank to his mask. He might look kind of scary to some people, but you can see it's just a person underneath.
Some Firefighters sleep at their fire stations in case there is a fire during the night.
They can get to the fire quickly if they are already at the fire station. Firefighters don't live at their fire stations all the time. The firefighters take turns, staying at the stations in shifts. Usually firefighters have families too, and need to spend time at home with them also. You've probably seen a fire station with three or four very big fire trucks.