A flux core provides a self-shielding alternative to gas to protect the electrode from being contaminated by air, so is a good option if you are welding outside where there are windy conditions.
It depends on the model as to whether your MIG welder can also use a flux core wire as most are designed to either use wire with a shielding gas, a self-shielding gas/flux core or both. The key is the polarity of the torch – which needs to be negative if you are to use a flux core wire. You will need to check the functions on your particular model of MIG welder to be sure it can be switched to electrode negative for it to be able to work with a flux core.