Ok you have two possible options here, I will run through the lighting sequence and mark the suspects
First: The regulator, You turn to PILOT and push (usually) to override the safety valve so you can light the piot.. light it (mine fails here but read on) and hold the button in for a full mintue to let the pilot heat the thermocouple
Thermocouple then sends around 480 mV to the controller, this powers a magnet which holds the safety valve open
You relase the button, if pilot holds turn to "TEMP Desiered" (or in my case about 50 degrees above, long story) main burner should now light.
In your case, Pilot lights and holds so we know the safety and thermocouple is working and the pilot is working.
Main burner fails to light
Suspect #2: Controller not sending gas to gas jet (orifice)
Suspect #1: Insect has nested in gas tube and nest is blocking orifice.
I'll leave it up to you to figure out how to clean (easy, same as a torch).
Home is where I park it!