So everything must be done according to local building codes?

Your furnace installer will do everything to code so combustion air requirements will be met. Along with everything else. Good to put the vents in too. Is the installer putting in all the ducts and everything?

Are you putting in air conditioning as well? Do a lot of houses in your area go without ac? What sort of furnace are you planning on?

The installer should calculate the heat, ac and cold air returns required for the house. It's important to get everything right so you have good heat and ac.