Furnace with air conditioner covered?

[skids]

I have a Bullet 248RKS. The AC shroud has a cover on it for winter. The system is ducted. I turned on the furnace and it was not getting hot but it was blowing out of the ducts. I went outside and checked the shroud and it was “sucked in.” So, is it not proper to run the furnace with the AC shroud covered???