I had trouble finding the location of the pilot light on my Williams GV-5 wall heater. From your site I learned to turn the control knob to "OFF" for 5 minutes, then to turn the knob to "PILOT", push in and hold, and light the pilot. The problem was I couldn't see/locate the pilot.
I traced the small tube leading away from the control knob to the right where it was joined next to the thermocouple. The pilot itself was behind sheet metal (probably to protect it from wind); but I eventually knew I had lit it by the sound of the flame. Thanks - an expensive service call was avoided.