I have a 30 year old furnace (coleman) in my mobile home
It has a screw off cap to light pilot
When I open it it has a strong draft pulling through the furnace
But when I do get the pilot lit and get the thing fired up it will not stay lit (the main burner) for too long, some times it works for a few minutes and some times it goes for an hour or so
And everything goes out and I have to repeat the whole thing over again
It was very windy today and I thought that that may cause it but it wasn't that windy the other day when it started acting up

Can anyone help me with this?

The entire burner probably needs to be cleaned especially the pilot orifice. While you are in there replace the thermocouple also.