The Wikipedia article on gas-liquid chromatography explains a little. This isothermal method is the simplest. A temperature is chosen that gives good separation in a reasonable time. If there are components that take a long time to elute at that temperature, the column temperature can be ramped up after the initial components elute, so that the elution times of the later components are not so long.
Volatile analytes can be injected just like liquid samples. Depending on what they are, they may not be retained very well at a certain temperature that works well for other analytes, and therefore elute too quickly to give good separation. In this case a lower temperature could be used and/or a different column.
Steve
The rate at which a sample passes through the column is directly proportional to the temperature of the column. The higher the column temperature, the faster the sample moves through the column. However, the faster a sample moves through the column, the less it interacts with the stationary phase, and the less the analytes are separated.
In general, the column temperature is selected to compromise between the length of the analysis and the level of separation.
A method which holds the column at the same temperature for the entire analysis is called "isothermal." Most methods, however, increase the column temperature during the analysis, the initial temperature, rate of temperature increase (the temperature "ramp") and final temperature is called the "temperature program."
A temperature program allows analytes that elute early in the analysis to separate adequately, while shortening the time it takes for late-eluting analytes to pass through the column.