iam planing to instal a furnace in the attic do i have to built an insulated room around it?

It is not required by Code, However, There are a number of code International Code regulations related to attic installations with reguards to clearences. safety and access. There are also State and Local codes involved. The installation contractor should know all these and you can also get the information from your local building inspections department. It will require a inspection permit also.

Here is a example of an attic installation with related codes.