You want to check for propane leaks first. Open the propane bottle and use soapy water on all the connections. If you have the regulator with the sight glass it should show green when the tank is open. It should stay green for hours after you close the tank if you have no leaks. If it turns red in a few minutes, you have a leak.
Light the stove:
Under the lid of the stove you should find a valve on the propane line. Open the valve, turn on a burner and hold a flame to that burner. It should take a few seconds for the gas to get there, then it should light. You can then light the pilot light. An adjustment screw is on the line to it. I have mine turned off.
If that works, the oven is next!
WBCCI President 2016-2017