concept - The compounds whose name ends with ‘yne’ are alkynes and they are characterized by the presence of at least one triple bond in their structure. 
The molecular formula of methyl acetylene is $C_3{H}_4$. 

The chemical structure is-

$C{H}_3-C\equiv CH$

As can be seen, the structure of methyl acetylene has three carbon atoms and two of them are bonded via a triple bond.  Propyne is an alkyne with three carbon atoms and one triple bond 
Acetylene is the name given to ethyne and as $C{H}_3$ can be seen as a substituent for acetylene, the propyne is also referred to as methyl acetylene.