On Thursday evening I was going to attempt to change my filter, I took the 2 doors off the front of my Bryant Horizontal Furnace and was looking for filter. With no luck, I gave up and put the 2 front covers back on. Now the RED LED light is on, not flashing just continuously on.

What should I do? I turned off my thermostat because I was worried what was wrong or happening. However, it is getting quite cold in here.

On the control board, or the back of the door, or your owners manual you will find the led fault codes. Solid red may be normal operation.

The only information I can find is where it says that LED status codes: Continuous RED: Control has 24VAC power

Is that OK?

Yep that means it is has power and should work fine.

Oh thank you so much, I was so worried because I didn't remember seeing a light on when I was attempting to take the doors off.

Now to figure out where the filters go? Sometimes I just don't get it...

The firlter should be in the duct or at the bottom end of your furnace.

If you have a single common return air grille, the filter may be behind it.