What Jatrax said plus..
You say the furnace comes on... Does that mean you hear the fan start? After the fan starts, after 10 seconds or so, do you hear a flame sound, it's obvious. If the fan comes on and within 5 seconds or so shuts off, that's the "sail" sensor... It senses airflow from the fan, no airflow (says the switch) it'll shutoff, not even try to light the flame. If you hear the flame, but it quickly (a few seconds) goes out, that's the flame sensor. It thinks there's no flame, shuts it down.
If you get no flame at all... Probably the ignitor.
One other thing can cause problems, if you have the LED thermostat, it may need reset.
With the LED Thermostat off (green led out) push and hold the "+" button, keep holding it and push the on-off button, hold both until you see two dashes in the display. Release both the buttons and then hit the on/off switch briefly. Wait for the green led to go out. The thermostat is now reset. Try the furnace setting again, it may work now.
If you don't have the LED thermostat, then it's time to take to an RV repair shop. Propane furnaces are not something to mess with if you don't know what you are doing.
Don
My original posting a few hours ago said to press and hold the "-" button
WRONG... It's the "+" button you press and hold, then press and hold the on/off button until you see two dashes, then release. I have edited my original posting... But if you or someone else saw that, hopefully you'll see this and use the correct procedure! Sorry for the original error!