First, you need to please provide more details. You have what sounds like a standing pilot furnace meaning the pilot light is always lit. Is that *
You say the furnace is lit... but do you mean the pilot light is * Or did you go look and see the furnace main burners *
If the main burners are in fact lit and the blower is running, can you feel any air coming from any * If not, you have a problem with the ducting and should not use the furnace until you have fixed the airflow. You possibly risk continually overheating the heat exchanger which can shorten its life.