Gas furnaces typically don't come with air conditioning functionality. However, combination systems with both gas heating and air conditioning capabilities are available and can often use the same HVAC components, reducing installation costs.
Furnaces operate by heating air through combustion or through resistance heating; air conditioners instead draw air from outdoors and use compressors to dissipate heat. Homeowners in warm regions, however, may be able to rely on the resistance heating provided in many air conditioners if heating is rarely needed. Those in temperate regions may find heat pumps to be the most efficient option since they provide both heating and cooling capabilities in the same system.