Normally when the furnace kicks on the fan will run for a while (opening the sail switch) and if you listen closely you will hear a click and the flame will start, some times the flame will stop and it will click and start again It will try and light 3 times. Some times air is in the propane line and the flame will not stay on. If after 3 times of trying to start and it doesn't stay running (the flame) just the fan keeps going. You have to turn the furnace off at the thermostat and start all over.On mine I some times have to do this 4 or 5 times. to get all the air out of the line. Then it will start the flame and the flame stays on and all is good from there on out.
It's easier to hear all this out side by the heater exhaust as when the flame is on it sounds like a jet engine, but if your using the heater it's colder out side so i just listen close to the heater unit inside.