Gas and Oil Home Heating Furnaces - installing a gas furnace

:confused: Im replacing an old furnace, that didnt have a return, it only had a whole on the floor leading to the crawlling space. For the new furnace do I have to create a return line. could I use the same crawlling space as my return or if I raise the furnace could I just cut a whole on the closet door install a filter an use it as my return.If I need a return line does it need to be air tight all the way from some where in the hose to the opening that is right under the air blower.

Also the old furnace it only had two wires for the thrmostat. the new furnace it is compatable for heating and a/c but I only using it for heating. It has four wires that are taged for the thermostat, one wire is atached to the metal chasis but the other three I donot see any info on their installation
their red,white and gray.