At 3000 degrees F you will definitely be in a radiation dominated thermal analysis. As you are first setting up your flow project make sure to enable "Heat conduction in solids" as well as "Radiation" and "Gravity". You turn on "Radiation" and "Heat conduction in solids" for obvious reasons. You turn on Gravity if you intend on analyzing your system without forcing flow through it. Your stagnant air with undergo natural convection (a bit) that will misbehave if gravity is not enabled (heat pulls in the air on the surface of your hot objects causing them to superheat). For the Environmental temperature of your radiation make sure to set the outside ambient temperature away from your furnace (293.2 K for a summer day is fine) as radiation into the theoretical surrounding environment needs to be taken into account (the program forces this).
With the general settings setup you will have a field for "Radiative Surfaces" in the Flow Simulation project tree. You right click on this to 'Insert Radiative Surface..." where you can then select how specific faces in the model behave with regard to radiation. From what you describe of your setup you would apply Blackbody walls (emissivity 1; absorbs all radiation and translates it into heat to again transmit) to the furnace/pipes while applying Whitebody walls (emissivity 0; reflects all radiation, does not absorb) to any face of your setup that is an insulator. That is the theoretical setup. In reality you would probably want to create User Defined Radiative Surfaces with actual emissivities somewhere between 0 and 1.
With the radiation definitions setup, you just setup the rest of the model with the fluid subdomains for your cooling water, and volume sources for your heat, then let the program crunch out the math.