Propane furnaces normally burn clean. From time to time furnaces do need to be cleaned, but soot buildup is usually not a problem. If, however, there is a problem with the air-to-fuel ratio the furnace can produce more than the usual amount of soot. Thick soot deposits can interfere with the heat exchange between the furnace an the air circulation system.
Regular cleaning is required with any furnace, including propane burning ones. Cleaning them out every fall before the winter heating season should keep soot from building up. If you need to clean the furnace more often than that, you probably need to adjust the air-to-fuel ratio on the burner.
Inefficient combustion causes soot to build up on the heat exchanger. The soot insulates the heat exchanger causing less heat to pass through the heat exchanger and more to go up the chimney.
The correct air-to-fuel ratio is critical for clean burning. An incorrect ratio produces not only excess soot, but may also release carbon monoxide. Carbon monoxide buildup can be dangerous, producing headaches, dizziness, drowsiness, confusion, nausea, vomiting, disorientation, loss of consciousness and death. If you have a carbon monoxide detector, it may go off if there's a problem with the burners.
If you notice soot buildup or evidence of carbon monoxide when the furnace is running call a HVAC company to inspect clean and adjust the furnace. The repairman will adjust the air-to-fuel ratio and the fuel injection system to peak combustion. Regular inspections by trained heating and air conditioning service people make heating equipment safer and more efficient.
Heating contractors and service people have specialized equipment that tests combustion efficiency and removes soot from the heat exchanger. They also check for cracks in the heat exchangers that allow soot and carbon monoxide to escape into the air circulation system. Such cracks should be repaired immediately.