Yer furnace produces CO2 as a combustion byproduct, but it also produces CO ( carbon monoxide), which will kill ya pretty damn quick.

By the time that you'd modified yer furnace exhaust and combustion chamber to SAFELY utilize the waste CO2 without the risk of killing yourself, family, pets, etc- you'd be able to buy tank gas for years.

Please don't try this- I came really close to killing somebody once when a burner malfunctioned and blew a bunch of CO into a space. Still wake up with panic attacks.

Seriously- this can't be done safely without a qualified gasfitter and several thousand dollars in mods to your heating system. Even then, any partial combustion- contaminated gas, corrosion on the burner tip, low combustion 02 ratio- will cause the rig to pump CO, which will kill you.