In contrast with older gas furnaces, an oil burning furnace does not use a pilot light. An oil furnace typically uses an electronic ignition switch system. to power up.
The absence of a pilot light means that the oil furnace uses less energy during periods when it is not in use. To start an oil furnace, it is only necessary to press the "Restart" button. It is important never to use a flame to try and start an oil furnace, and not to press the "Restart" button more than once or twice, since this can flood the firebox with oil and may, in rare cases, represent a fire hazard.