If you have a Dometic LCD Thermostat like below, you set it to HEAT. The fan speed is not for the furnace; it's the fan speed for the Air Conditioner's blower, and if on HIGH or LOW, it will run the overhead fan even when the furnace is running.
Cycle the mode to OFF and press the + or - button to see what ambient temperature the thermostat is reading.
Cycle the mode to OFF for 15 seconds and then back to FURNACE. If the thermostat setting is higher than the ambient temp, the furnace blower should start and run for about 25 seconds. If ignition of the burner is unsuccessful, after three ignition tries, the blower shuts down and the furnace goes into a safety lockout. Takes a 15 second reset of the thermostat to clear the lockout.
Is the furnace blower running at all?
And I should probably ask, do you have more than one thermostat in the rig? Cyclones may have up to three, but only one operates the furnace.