There is no permanant pilot, it lights in response to demand.
You have a series of lights (bottom left behind bottom cover) they should lead the way.
If the overheat light is on, turn the thermostat knob to 0 wait a few seconds then turn it on again (happens in overheat situations).
Next light (from memory) is fan on, if this is lit and going no further, suspect the fan/pressure switch (fan is a common problem).
Next light is pilot on, if it has reached this stage, sparking should occur at the pilot (audible), if it is sparking without lighting, suspect blocked pilot or faulty solenoid on the gas valve.
After this, the next light is burner on, self explainatory
Carefree
July 2010