Installing thermostat but can't disconnect power
No it is not normal. There is normally a disconnect between the power supping the condenser and the condenser itself. It should be near the condenser.  (the condenser is the outdoor portion of the A/C side of your system. I am certain that the disconnect you need is the box shown in the second picture.  Open the front and pull out the plug.  This should kill the power to the transformer.  Also you could find the breaker in the house panel that supplies the furnace and secure the power there.