While I have a '74 Airstream, I replaced the furnace two summers ago.
On mine, all I had to do was open the valve to turn on the gas and then turn the thermostat lower to "demand" that it heat.
Then yes, a sort of burning smell, but not for long. Leave the furnace running and sit nearbye it outside to make certain it stays going and that nothing strange occurs.
But in the newer models like yours, the thermostat was made more complex. If you don't have a document with good info on it, I would start by contacting your AS dealer and if they don't have something, get hold of the manufacturer. Hopefully one of those companies can email the docs to you.
If it's to be, it's up to me.