Can filter screen be installed on outside input to stop wasps from entering furnace room

You can install a screen but not one with to small a opening as to restrict the combustion air.

To keep wasps out, you may have to go with window screen, which is restrictive. How restrictive? Well somewhere it may give a percentage ''free area''. Then you need to dig up the free area your furnace requires, easily done if you have the installation manual. Last of all, you to know the total area of your duct. Another alternative is to check ready made screens designed for your size of pipe.