You have been practicing the proper technique so far in allowing the items which you have purchased to off gas prior to bringing them into your home.
Most new furnaces have an oil based rust inhibitor applied to the bare metal part for storage and shipping prior to use. I would recommend following the same procedure and allow it to off gas outside in the garage prior to bringing it into the home.
If possible I would also recommend that you run the furnace prior to connecting to your duct work. Depending on local code you maybe able to connect the furnace to a temporary gas line in the garage and allow the furnace to burn off all of the rust inhibitors. Please keep in mind that this should be done by a mechanical contractor so that it is monitored and connected per code.
If code does not allow for a furnace to operate in a garage, I would run the furnace in the home while you are away and then allow the home to air out for at least one week prior to reentering the home.
I wish you the best of luck,
Harold J Remlinger AIA, LEED BD+C DesignTeam Plus, LLC