Keystone (and all the other manufacturers) have done some strange things to save money, but not providing a furnace isn't one of them. If you go to the Montana web site and look through the standard features, you'll find a furnace is included.
You should also join the Montana Owner's Club and browse the forums. There's an unbelievable amount of info about Montanas there and dozens of people who'll answer any questions: http://montanaowners.com/
2010 Montana 3665RE, wet bolts, etc.
2006 Ford F350 Diesel Dually, air bags, Softopper, Aeroshild, etc.