Turn to pilot - Press down - Light and hold down for about 30 seconds. There is a thermocouple that is a safety feature. The thermocouple has to heat up. If it is not hot, it won't allow the burner to come on.
When the pilot will stay lit - turn to on.
If you still have no gas flow you may have a spider web or something blocking the orafice, Usually a paper clip or needle will clear it out. Spiders make webs inside burner tubes and sometimes need brushing out.