Why does heptane have an odour
Some higher-molecular weight alkanes definitely have an odor, but they aren't as intense as most of the compound types you'll find stinking up an organic lab. 


"The odor threshold for hexane is 130 parts per million (ppm), with a faint peculiar odor reported." ---http://www.epa.gov/ttnatw01/hlthef/hexane.html
"[Heptane is a] colorless liquid with a mild gasoline-like odor." ---http://www.cdc.gov/niosh/docs/81-123/pdfs/0312.pdf
"Alkanes have relatively high odor detection threshold (37 to 50 mg/m$^3$ for dodecane) as compared to other VOC groups such as sulphides (0.0003 to 0.16 mg/m$^3$  for
dimethylsulphide), phenolics (0.022 to 4 mg/m$^3$  for phenol), and nitrogen heterocycles (0.0004 to 0.0008 mg/m$^3$  for skatole) (O'Neill and Phillips, 1992)" ---http://www.bae.uky.edu/jbicudo/odorVOC_02a.pdf


According to the following paper, there are apparently at least two olfactory receptors  in rats that respond to alkanes; one accepts alkanes with areas around 3.5 nm$^2$, and another  responds to hydrocarbons with areas of about 5 nm$^2$. The authors note that response to cycloalkanes is higher than for normal alkanes, so the shape matters too.


"Concanavalin A reveals olfactory receptors which discriminate between alkane odorants on the basis of size." ---http://www.ncbi.nlm.nih.gov/pubmed/2803264