We dont think our cylinder is on we have just

The question is? I'll assume you cylinder is the water heater, right?
On the heater (water) you will find or see the red controls and a sheet metal cover over a hole. Remove the cover and this is where you light the pilot light. Press down on the red dial and turn it to pilot. In that position you will be able to press the red button . Geyt a long match or bbq lighter, then, holding down the red button dow for a minute or so and place a match or lighter into yhe area where the lines go The flame will catch the gas and lite the pilot if yo simply move your glame around. When the flame catch on the pilot, continue holding the button down for sveral minutes until the buld the flame isheating gets hot. Then release the buton and turn the main dial to on. The main burner should fire up. If not, and the pilot goes out, repeat the process. The bulb in the pilot flame is a thermocoupler that shuts all gas off if it doesn't detect a pilot flame, so hold the button down longer. If the pilot goes out when you release the button, The thermocoupler is no good and needs replacing. Good Luck_Ned_