Hello Denise,
I concur with Lol on this point. Modern caravans have to be fitted with a type of heater that is called 'room sealed'.
These are effectively a tube which takes in air from under the caravan, mixes it with gas burns it and the exhaust goes out through the roof. The clever bit is around the flame which is formed into a heat exchanger. This extracts over 70% of the heat from the flame and transfers it to the living area without the fumes.
You only get hot air inside the caravan from the heater.
Condensation is created by us humans and pets breathing, and any open flames you may have such as a cooker, so some ventilation is still needed, though caravans are designed with permanently open ventilators. The use of the windows is optional.