Furan does not undergo nucleophilic substitution reactions because the oxygen atom in the furan ring is sp2 hybridized and does not have a lone pair of electrons available for nucleophilic attack. Additionally, the pi electrons in the furan ring are delocalized and help to stabilize the ring, making it less reactive towards nucleophilic substitution.
In contrast, other heterocyclic compounds such as pyridine and pyrrole do undergo nucleophilic substitution reactions because the nitrogen atoms in these rings have lone pairs of electrons that can be donated to an electrophile.