Well, the answer is "yes and no". A True oil FURNACE or BOILER does NOT not normally have a 'pilot light". Instead, they have some type of electrical ignition system. In the past--this was...
It could be different for every house. A side note: I'm taking that you mean where is the pilot light located in side your furnace? Depending on the of your furnace it's very possible your furnace...
There are a couple common reasons for a pilot light going out.
1. The thermocouple is weak. This is the gold rod that must see the flame in order to keep the gas valve open. it is a safety device...