You're question is vague and has a couple sub-questions, so let me offer a little Q&A:
Q: Are there any central heating furnaces that use propane?
Q: Can I convert an existing natural gas furnace to use propane?
A: Perhaps, but only with a manufactorer-approved adapter. Propane has more energy than natural gas does, so you must not just swap out the connection without checking.
Q: Can I use a high-pressure 40lb BBQ tank with central heating?
A: Most large-scale propane appliances will expect low-pressure propane, not the high-pressure that comes out of a BBQ-style tank. You may be able to get a regulator to step down the pressure.
Q: Will a 40-lb tank last a meaningful amount of time running heating for an entire house?
A: Probably not. A full 40lb tank of propane will have around 850kBTU, or around 8.5 therms. How much you use is going to vary based on all kinds of factors but the "average US home" (whatever that means) uses about 2 therms per day.