How do I light the pilot on my Gas Dryer

It must be a really old dryer to have a pilot lite.

According to this image you have a hot surface type ignitor system known as HSI in the trade.

http://www.partadvantage.com/catalog...try(1000x1000)
It is a good possibility that the ignitor item number 10 is cracked or defective. There are other parts that can also cause the dryer burner not to come on also.