My furnace room is small and has a new gas furnace and water heater. I usually leave the door open to the laundry room. My garage is adjacent to a wall in the furnace room. I'm thinking of putting a 4 inch fan on the wall adjacent to the garage. Would this work or not?
Why do you want to add a fan would be my question. Most new systems are sealed fire boxes with intake and exhaust being piped directly outside. If the old system that was possibly an open combustion chamber worked why do you think it needs to be changed? Look for 2 large pipes usually plastic 2-3" connecting to the furnace, if you have these they are your intake and exhaust. In my area these are required to be vented outside the home. + isserwood comment I agree.
Gas appliances should have enough air to compensate for both combustion and air/gas dilution. Otherwise, a dangerous build up of carbon monoxide could take place. A "confined" furnace space should actually have two permanent openings. One should be located 12" from the top of the enclosed area and the second should be located 12" from the bottom. Each opening should have one square inch of space for each 1,000 BTU of the furnace. If your water heater is also gas, the specifications of the combustion related to that appliance will have to be taken into consideration as well.
If you have a more modern high-efficiency furnace, it would have been installed with two pipes leading to the exterior of the home (probably PVC). It could have also been vented out the side of the home. One pipe brings combustion air directly into the furnace and mixes it with fuel. The other pipe exhausts the combustion gases directly to the outdoors. However, I would still be concerned about proper venting for the water heater (if it is gas).
I would also suggest a Carbon Monoxide Detector.