Should pilot light on Glow Worm Space Saver 38 be on when not using it?

I just bought an apartment that has a Glow Worm Space Saver 38. I know very little about it (or gas in general). It's enclosed in a cupboard, this evening I stuck my head in and noticed a flame in the little 'window', presumably the pilot light?

I'm not using the heating, so should this be on? I'm assuming it has been on for the last week or more - is it safe to leave on when heating is not in use?

Is the pilot light always on on this model? How do I turn it off? The dial at the bottom left is set to off.