I can't find where the pilot light is on the 600 series sears wall hearter

Sears does not make anything, everything they carry is made by one or more manufacturers. Do you have the manual, if not try http://www.searspartsdirect.com/part.../Furnace-Parts In general you would remove the panel which exposes the incoming gas line and the main gas valve and knob. Small sliverish tubibg comes off the valve and runs back toward the burner, also a smal copper colored wire. Follow that wire and tube to find the pilot and thermocouple. HowStuffWorks "Gas Furnaces: The Pilot Light"

Thank you so much for the link. The directions on my heater said nothing about holding down the reset button.

Holding down the red button while set to pilot is required on all that I have seen. Hold for about 15 seconds after the pilot is lit to heat up the thermocouple, should stay on after that. Then twist red knob to ON rather than PILOT.