The furnace uses propane. Make sure the shutoff valve on the tank is open and, of course, that you have propane.
There are a few things that have to happen before the furnace will start. There's a switch in it that senses air flow, called a sails switch. Then once the switch closes, the furnace waits about 20 seconds then opens the propane line via an electric switch and starts the spark generator. The spark lights the propane and another sensor will sense the flame.
If any of those switches fail... The furnace will not run and will shutdown.
The point being, if you have propane and the valve on the propane tank is open... And it won't run, you need to take it to an RV shop to have them fix it. It's not a job you should take on yourself.
Don