In general, you will find your heater pilot light near the furnace heater itself. You will likely have to remove the front cover of the heater. The cover will be somewhere in the bottom half of the heater unit, depending on whether the unit is a forced-air heater or a water heater.
In a water heater (a heating system that uses hot water and steam), you will find the pilot light by opening a small access plate in the front that is held in place by a small thumbscrew. Swing the plate out of the way and relight the pilot light with a long match.
Recharge your system’s water tank before restarting the system. In a forced air system, you will see the pilot light quite prominently. Just be sure to turn the switch to "off" so there is no further gas buildup and wait a bit before restarting.