CPAP makes inhaling easier, but it makes exhaling harder. Some CPAP devices have a setting that drops the pressure when exhaling, but not all of them do.
CPAP devices don't require a prescription to buy in many places around the world. You can easily buy them online, and setting the pressure is very easy on many models. A prescription could be useful for figuring out the pressure you need, but it's pretty common for people in countries with shitty healthcare systems to just buy a machine and self-titrate.
In the case of ARDS (which is what the sickest coronavirus patients end up with), it's actually that expiratory pressure that's important (you wouldn't want to configure the CPAP to drop the pressure on exhalation).
With ARDS the lungs fill with fluid, which causes the little sacs in the lungs (where gas exchange actually happens) to collapse and 'stick' closed. The higher 'baseline' pressure[1] helps keep them open.
[1] This is known as "PEEP" or "Peak End Expiratory Pressure", i.e. the pressure in the lungs at the end of exhalation. For ARDS/pneumonia patients, you want high PEEP.
CPAP devices don't require a prescription to buy in many places around the world. You can easily buy them online, and setting the pressure is very easy on many models. A prescription could be useful for figuring out the pressure you need, but it's pretty common for people in countries with shitty healthcare systems to just buy a machine and self-titrate.