it is a draft divert er and if it a newer oil furnace it may be built into the back of the furnace.
What is the age,make and model.
I once was called out to service an oil furnace, when i arrived I asked if the ho had hit the reset. Oh yes three times just like the label said, said the ho. So I got a dime a nickle some emery paper tuned her up just wright primed the single stage pump and let her spark. The whole fire box became engorged in flame

puffing black smoke into the house the flue pipe turned a curios shade of red and ho called the fire brigade. Before they arrived the fire burned out and all was well. Lesson learned don't trust HO

check the box for a puddle of oil.