In your 34e the water pump is under the bed of course! Where else would you possibly install a water pump in a 35' motorhome?
It's also where you will conveniently find your water filter.
Your sparkly new furnace should certainly stop producing manufacturing-residue smoke after about 30 minutes of use. Open a window slightly, and use the central fan to clear out the smoke. You do not want to see or breath in any of that residue, (or at least make a habit of it). The dealer's often do this as part of their "pre-delivery". But, they didn't do it for me in Florida where I picked mine up, (it was 103F degrees, and 100% humidity), and they probably didn't do it in Texas.
I have only used my furnace a few times in the past year, (I'm in CA), since it was also sparkly new. It did smoke a bit when new, (but I never waited to SEE the smoke). It smelled a bit after it stopped smoking. But, eventually, it stopped smoking, (about 30 minutes), and smelling, (about the third or forth long-term overnight use about six months later).