If it is propane powered, keep it outside or at least in a garage with the door open, and some cross ventilation, a leak or a flame out could fill your house with gas, or cause a buildup of CO and CO2 that will suffocate you. If you have a garage or shed, keep the door open and make sure there is cross ventilation.
For wintertime brewing I have an electric turkey fryer modified with extra insulation that can heat 6 gallons of water, but it takes a while to heat it. I start with hot tap water at 130 degrees, bring it to 190-195 degrees, then pump it into my HLT cooler for sparging. For mashing in, I repeat the process, and heat the hot tap water to strike temperature, then at sparge time I add my stored hot water with a gravity feed system. It takes longer, but I can do it safely in the relative comfort of my basement.