We live in a 4 plex apt and have a V8139 electric ignition with gas heater. Pilot light comes on but no heat.?

We've pushed the red button and held it for more than 10 minutes, and with this valve that says , off, ignition,and on we cannot turn to on unless we release the red button for which the pilot light goes off again. Would we need to call the Pacific Gas and Electric company?
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