to light the pilot while holding the button down. older style pilot lights required holding the button down for @1 minute to get the thermocouple hot enough to hold the gas relay on to hold the gas valve open and keep the pilot light on. if you cannot get the pilot to stay on, you either have to adjust the thermocouple position, or replace it if the flame is contacting the thermocouple and it does not keep the pilot light burning.
if you have the electronic sparker to light the pilot light and it is not sparking, you have a problem that i do not know how to fix as i have never worked with one except to light a new water heater for the first time
JMHO
Carl