When pressure is applied on the gas, its particles come closer to each other. After applying high pressure, the particles of gas come very close to each other that they start attracting each other. The space between the particles of gas also decreases with increase in pressure. While applying high pressure a lot of heat is evolved, which was using by the particles of gas in movement. So, while applying high pressure to compress the gas, temperature is keeping low to overcome with the heat released. As they come closer, they lose kinetic energy. Finally they get closely packed at a certain high pressure, at this stage they get bonded with each other and turned into liquid.
Yes. It can be changed to solid.
Eg: dry ice