Turn the little knob from the "pilot" position to the "on" or "run" position.
Slowly turn the large (temperature) knob all the way down to the lowest or "vacation" position. Then slowly turn it up. You will probably hear a click and then the burner should come on. If not there is probably a problem with the entire control assembly.
If you get it to work but the temperature knob has to be in the "very hot" range to get decent performance, then the control parts are showing their age.
The good conscientious technician or serviceperson will carry extra oils and lubricants in case the new pump did not come with oil or the oil was accidentally spilled, so the service call can be completed without an extra visit.