I just noticed that when my furnace comes on to heat the house, the outside central AC compressor fan comes on. I thought that the central AC compressor was not used while the furnace provides heat, just the air handler is the same? Can anyone advise whether this is true?

If your outside unit is a heat pump, then it will come on for heating, unless the thermostat is set to Auxiliary Heat.

If you are not sure if your outside unit is a heat pump, give us the make and model of it so that we can check it out.