Where required by the applicable building code or local ordinance, they are usually required to be located on each story of the dwelling including basements but not crawl spaces or uninhabitable attics.

The CO detectors may or may not be required to be interconnected, combined with smoke detectors, or have battery backup.

Don't rely on the internet; find out what code and/or ordinance applies and read it or ask your building department.

I always locate mine near furnace vents, CO2 is heavier than air.

CO2 is heavier than air but CO is not. Because CO quickly diffuses throughout a room, a CO detector should be placed where it won't be accidentally damaged or provide false alarms.

CO2 is an indoor pollutant and greenhouse gas. CO will combine with hemoglobin in your blood and kill you.

NFPA 720 "Standard for the Installation of Carbon Monoxide(CO) Detection and Warning Equipment" says:
"A carbon monoxide alarm or detector should be centrally located outside of each separated sleeping area in the immediate vicinity of the bedrooms. Where bedrooms are separated and the audibility of the alarm or detector to occupants within the bedroom area could be seriously impaired, more than one unit could be needed."

Mixing up CO and CO2 was rather silly. I stand corrected.

I still mount a CO detector close to the closest heating register to the furnace, preferably as close to above it as possible.

Then another in the vicinity of the bedrooms.

I had a situation where the detector nearest the vent went off. It was during the day and I did the necessary checking before the bedroom mounted one triggered.

It is one of those better than recommended things in my mind.

CO leaks can occur at a heating appliance or anywhere along a vent flue/chimney. Rather than trying to predict where the leak will occur it is best to locate CO detectors near the occupants especially where they sleep and where they are more likely to hear and/or be awakened by the alarm.

To provide greater protection the CO detectors can be located inside as well as outside a bedroom and/or be linked together and/or be combined with the smoke detectors.