Here is a link to the owners manual. Unfortunately it is as usual, not very useful.
For furnace instructions, please post make and model of the furnace. You can search by "make model manual". Try to find a PDF on the furnace manufactures website.
Typical furnace cycles are like this:
Thermostat on wall closes a switch to call for heat.
A wind switch closes if there is enough air flow over the switch.
Fan runs for a while to purge burner chamber.
Gas valve opens with a click, and spark igniter starts sparking (click, click, ...)
Burner ignites and burns.
Flame heat is detected and keeps burner on and fan running until wall thermostat turns "off".
If no flame detected, burner shuts off, and starting sequence starts over.
Starting sequence repeats three times then locks out.
Turn thermostat "off" and "on" to restart after lock out.
At what point does your furnace fail to work?