A furnace shouldn't be adding CO2 or CO to your air. Those combustion products should all be exhausted out of the house.
It depends on the model. High (>90%) efficiency, condensing furnaces are completely sealed off from the house: they take in air from the outside (via PVC pipe), combust, extract the heat, and exhaust the results (via PVC pipes).
* https://www.youtube.com/watch?v=lBVvnDfW2Xo
Older lower efficiency (<85-90%) furnaces suck in air from the house, exhaust into metal pipes (PVC would melt because not as much heat is extracted from the fumes), can be back-drafted and you have to worry about CO.
Basically: if the furnace has vents in which you can see a pilot light, it's the older style.