You're question is vague and has a couple sub-questions, so let me offer a little Q&A:
Q: Are there any central heating furnaces that use propane?
A: Yes
Q: Can I convert an existing natural gas furnace to use propane?
A: Perhaps, but only with a manufactorer-approved adapter. Propane has more energy than natural gas does, so you must not just swap out the connection without checking.
Q: Can I use a high-pressure 40lb BBQ tank with central heating?
A: Most large-scale propane appliances will expect low-pressure propane, not the high-pressure that comes out of a BBQ-style tank. You may be able to get a regulator to step down the pressure.
Q: Will a 40-lb tank last a meaningful amount of time running heating for an entire house?
A: Probably not. A full 40lb tank of propane will have around 850kBTU, or around 8.5 therms. How much you use is going to vary based on all kinds of factors but the "average US home" (whatever that means) uses about 2 therms per day.
No. You can not put the bbq unit 'approved for occasional supervised use' on a 1000 pound propane tank.
We can, however talk about the maximum blood alcohol level of an adult, before he/she is no longer considered capable of 'supervising' a bbq.
dan - the bottle cable just is not designed for what you want to do. I can dig up UL listing information for you. But this is not about 'code', this is honestly concern about you, and your safety.
There are a few things in life that are just not worth saving a bit of money. Health care, electricity and combustible gasses are at the top of that list. There are some things, generic drugs, copper plated electrical load centers, and world series tickets that are not on the 50 yard line, some things are ok.
Doing gas lines on the cheap, please don't.
I can argue for and against what you suggest. I can not stop you from using the bottle tank hose.
You came here looking for advice, mine is don't do this.
Best Answer
This generally won't work all that well. While both large and small tanks contain propane, the large tank can deliver more propane to appliances than the small one can.
Propane is supplied as a liquid under pressure. The pressure in a propane tank is pretty much an indication of its temperature, not the amount of propane in it. When propane is drawn off by an appliance, the propane in the tank boils to make more gas - and that boiling lowers the temperature of the tank. A small tank, especially a small tank in winter, can become so cold that it cannot effectively supply gas.
This PDF (which unfortunately lacks page numbers to refer to) lists vaporization rates for various sized containers (100 lbs being the smallest, 5 times your typical BBQ cylinder) at different temperatures on the 6th page - at 40F the 100 lb can deliver 61,500 BTU/hr, at 20 F 43,300, and at 0F 25,000 - A pound of propane is 21,600 BTU, a gallon is 91,000 BTU.