Now that you've found the two valves (cocks), follow the small tube in front of the Gas Cock Dial down and that will lead you to the place where the pilot light flame should be. That's a sensor that cuts off the pilot if it's not hot. The action of depressing the gas cock valve (step 4) bypasses that safety action and allows you to light the pilot. The larger tube to the left is, I think, the feed to the pilot.
So, after you've found where the pilot flame should be (and there may be a cover that must be removed to access that location,like there is on my water heater), turn on the main gas valve, turn the Gas Cock Dial to "Pilot", put a lit match (long wooden is best) next to where you think the pilot should be, and the depress the Gas Cock Dial. You should now hear gas escaping and the pilot should light.

"adjust pilot if necessary" is probably done with a screwdriver slot on that valve. If that is necessary, you probably should get a professional.

Note that if the pilot is not lit, then no gas should have been escaping, in spite of what anymouse said above.

It can be helpful for one person to manipulate the Gas Cock Dial and another person to manage the match. A flashlight or other method of illuminating the scene well is often useful, especially since this is the first time you've done this.