Standing in front of your boiler find the squarish device that the gas piping connects to. This is the gas valve. you will see a small 1/4" diameter silver tube (aluminum) connected to the gas valve. Follow this tube into the boiler to where the burners are. There should be a flame shield in your way this will need to be removed. Once you remove the flame shield trace the silver tube to where it ends. What it is connected to is the pilot burner. On the gas valve there should be a dial that has indicators for ON, OFF & PILOT. The will also be an indicator (a red dot, an arrow) on the body of the gas valve right under the outer edge of the dial. The dial should be set to ON now. You need to turn the dial to pilot. Then light your match and hold it to the pilot burner. Now push down on the dial (occasionally there is a separate red button if you can't push the dial down) this will allow the gas to flow to the pilot burner. Once it's lit you need to hold the dial down for 60 to 90 seconds then you can let the dial back up. The pilot should stay lit. Now put your flame shield back and the dial to ON. At no time should you force the dial.

If the pilot doesn't stay lit when you release the dial/button then you probably need to replace the thermocouple. Probably not a DIY project.