Yours looks a little different than mine. On mine I light the pilot first (while holding down the pilot button). I light it inside the big round hole. It is the smaller tube which goes into the hole, and it has a thermocouple next to it. It is very hard to see when it is lit because it is a very small blue flame, but it usually makes a little popping noise when it catches. Then I have to hold the pilot button down a bit longer until it stays lit when I let off. Then I can turn the big knob to on and propane will come through the big tube, and then there is a biger, easier to see flame. I think the small rectangular hole is probably your air intake adjustment, which adjusts the big flame to burn properly.
Good luck, I find the WH is the most difficult thing to light until I got the hang of it.