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Does the blower come on?? If not, check for blown fuse.
Blower comes on, but no heat?? Has the air been purged out of the gas line?? Light all burners on the stove and make sure all burners burn steady. If not, close the propane bottles and reopen the valves very slowly.
With the furnace running, make sure you have heat coming out of te exhaust.
Is the thermostat set on heat pump, or furnace??