It is unclear what pilot-light-switch is supposed to turn on-and-off.
Option A) pilot-light-switch is going to turn GFCI on-and-off
Option B) pilot-light-switch is getting power from existing GFCI circuit, and switch controls another Load (light, fan or motor) located elsewhere.
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Bare copper wire always connects to green screw.
1) I have a Cooper pilot-light-switch
in my office.
Black Hot wire from breaker always connects to dark-colored screw(s).
White Neutral wire from breaker box connects to silver-colored screw
Wire going to Load (light, fan, motor) connects to brass colored screw.
2) Two things happen when pilot-light-switch turns ON
a) Pilot light turns on. This circuit is powered by black Hot wire, and circuit is complete with white Neutral.
b) Brass screw that had no power, is now powered.The GFCI
Hot from breaker always connects to brass-colored Line screw
Neutral from breaker connects to silver-colored screw that is opposite Line screw.
If other switches and plugs are going to be protected by GFCI, they connect to brass Load screw
and to silver screw that is opposite Load screw
Option A) You want pilot-light-switch to turn on GFCI receptacle
a) Wire pilot-light-switch as described above
b) Black wire from GFCI line-screw connects to brass screw on pilot-light-switch.
c) White wire from GFCI silver-screw-opposite-line-screw connects to any white Neutral.
Option B) Pilot-light-switch is getting power from GFCI receptacle
AND you want pilot light switch protected by GFCI.
a) Black wire on pilot-light dark screw connects to Load screw on GFCI
b) White wire on pilot-light silver connects to silver screw on GFCI that is opposite Load screw
Option C) same as option B except pilot-light-switch is NOT protected by GFCI.
a) Black wire on pilot-light dark screw connects to Line screw on GFCI or any Hot wire
b) White wire on pilot-light silver connects to silver screw on GFCI that is opposite Load screw or to any Neutral wire