Welcome Honeydo:
Your unit probably also has a draft inducer fan that is not comming on and the unit will not work until it is working. There should be a pressure switch on the exhaust and, if it doesn't feel the fan blowing, it locks out the gas valve.
Look on the inside of the inspection panel for a wiring diagram which will tell you if there is a pressure switch and where to find it. That diagram also tells the route of power through the unit; it is possible to follow that checking the power at each point until you find the failure.
Please let us know how it turns out.
Glenn