How do I prevent dust from a forced air furnace?

http://www.homeownernet.com/home-interior/reduce-dust.html

https://www.familyhandyman.com/cleaning/cleaning-tips-to-reduce-household-dust/view-all/

Hi Carla, I've had forced air heat all of my adult life. I've been in this house for 45 years and never noticed that problem. So I started looking around the internet to see how I could help. I found several places where it said there might be holes in your ductwork and finally settle on this Q & A session where someone asked the same question. Most horizontal ducts are in the basement so those you can probably check yourself. It's the vertical ducts that you can't see that are a problem reaching. The people who answered this question recommended getting in a pro to check your duct work. If there is a hole, it could be pulling dust from in between the walls. Read this and see if you think it matches your situation. Wishing you the best.

https://diy.stackexchange.com/questions/61574/decrease-dust-in-an-old-house-forced-air

Try putting dryer sheet in the vents. You will not only catch a lot of dust but also have a pleasant smelling house

change filter more often. It will collect the dust in time.

Here is an article that might help - https://www.thisoldhouse.com/ask-toh/preventing-dust-forced-air-heating-and-cooling-systems