... We'd just be 'guessing' at the cause(s) of the lack of heat.
In short, it sounds like the unit is in a 'bad location'. Then again, maybe not, and you may simply have leaks along the way. Then again, your unit may be undersized. Then again, maybe the duct along the way has a damper that closed or 'obstructed'. Then again, we haven't a clue as to what type of heat it is that you have.
You say you have a furnace. To me, that's EVERY type of system that's made. Anything from a a wood unit to a coal unit to forced hot air to a hot water boiler. The term furnace is used 'loosely'.
My suggestion is that you have your entire system 'evaluated'. It may cost a few $$$ but at least you'll have a professional answer. DO realize that the fix may cost little or it may cost a LOT. Don't let that discourge you from spending some $$$. At least you'll know why, where you stand, what your options are, and where you can go from there.