You do realize we have no idea what RV you are referring to?
Create a signature or profile so we know what RV you need information about. Then in your posts give as much information as possible about the system you ask about. Brands, model numbers, etc.
RV furnaces draw air in through the sidewall and exhaust out the side wall. They do not use roof vents.
You do not need a window open when using an RV furnace.
Edit;
I looked at your past posts and see you purchased a 2015. The first time any furnace is fired it will smoke and stink while it burns off a coating of oil. This is true in an RV or home.