Assuming the heater has worked in the plase the gas valve should already be on.
A common problem with heater not firing is air in the line after you change the gas bottle. If the heater gas valve does not click after about 15 seconds of the fan running that is an indication that the pilot did not light. What I do when this happens is crack the flared nut on the gas line just before the heater till you smell gas, then tighten it and try again. The orifice to the pilot is Too Small to purge the air that may be in the line without cycling the heater many times.
WBCCI 12156 AIR 3144 WACHUNG TAC NJ6
2004 Excursion 4x4
1991 34 ft. Excella +220,000 miles, new laminated flooring, new upholstery, new 3200 lbs axles