Should the new extinguisher have had a tag
Any time you burn a hydrocarbon it makes CO. Heating oil furnaces are simpler so there is less likely hood of a leak. Also if there is a leak the exhaust from a heating oil furnace has a much stronger smell(think diesel truck) so it is easier to detect. If you are worried at all though it doesn't hurt to install a few just to be safe. They are fairly inexpensive.
Awwe. u can become a local volenteer at first, go to the fire department and ask some questions. )