Sound slike a case of not knowing quite what to expect, so missing doing it right!
No big thing as most of us have done the same in some way! So maybe nothing wrong except what you are expecting?
Step one is to have the propane valve open most of the times except they will close it when filling the tank. Then as a way to get most any air cleared from the lines, it is often easy to light the stove and see that gas is getting there as we can see it real easy and see the flame is the normal size and working to prove the gas is good, then without turning the gas valve off, shut down the stove and turn the thermostat on and set the temp to what you want.
First step on an Rv furnace is different than a home furnace as the fan comes on right away to the fire comes on after the fan has been blowing for a 1/2 minute or so.
This is a safety idea to make sure that there is good air flow through the furnace BEFORE opening the gas valve, They don't want the gas flowing to fill the RV if the blower does run right to push air through and that airflow opens a "sail switch" in the airflow. THEN when the furnace finds good airflow, the gas valve opens and an igniter starts the fire.
It is possible that wasps, spiders, mud daubers get into the vent and build nest to block airflow and it is a good idea to put screens over the vents but there is a more likely problem as I see it.
The furnace has several safety items and one is that if it tries to light several times and doesn't, shut shuts down and refuses to play until it resets!
So when you turn the blower on and it doesn't light because you may not have the gas on yet, it may have shut itself down!
For a simple fix, try turning the main gas valve on, check it is all okay with the stove and THEN try turning the thermostat on and see if all goes better?
Expect to hear the blower and feel cold air from the vents but then in 30 seconds or so, it begins to burn and heat gets there finally!
If it has been setting for some times, expect to possibly smell hot dust as normal!
Do you have the manual for the furnace as part of the big bag of info which should come with all Winnebago sales? Good place to find more details.