We have two heat pumps, so we don't run the furnace very much. When the heat pump(s) are set to run, they will run, per the thermostat setting, until the outside temp reaches freezing (prox). At that point, the heat pumps shut off, and the furnace comes on automatically. I assume the reverse will happen, as the outside temperature begins to rise.
When this happened for us the first time, the noise of the furnace was startling, as we didn't know what was happening in the middle of the night. After looking in the data provided by Doubletree, we found this "furnace action" fully explained, so that made everything "ok".