I have a problem with my furnace, the pilot light is on but the burner with not come on
I did check all the wireing and made sure the breakers are OK, I have the burner out to maybe change the thermal coupler but the pilot light should not stay on if the coupler is bad, should it ?

No. if thermocouple is bad, pilot will not stay lit.

Can you take a few pictures of your furnace(burner, controls etc). I would start by jumping r and w at thermostat, or furnace and see if burners come on or not. If not, then check for voltage at gas valve and let me know what you find. Make and model of furnace would help. But pics would help more.

Does the furnace blower run if you set the thermostat fan selector to "ON"? If not, check blower access panel. If not securely attached, the interlock switch behind it (if equipped) can disengage, interrupting power to unit.