I will be installing a transfer switch for a 5,000 KW generator for when power fails.. The generator is to small to pull the load of the heat pump , but the furnace has a standby Aux heat , so my question is... Can I wire the furnace to the transfer switch and use it solely for heat? If so , will I have enough KW left to power other circuits?

5 KW or 5,000KW? WOW 5,000,000 watts?

Highly unlikely.
How much aux heat is in the furnace? Probably twice what the generator puts out.