Why do the oven and burners work but the pilot light won't ignite?
Why did they turn off the gas?  To do some work?  If that is the case then there is probably air in the line.  The pilot orifice is small compared to the burners which means it will take longer for the air to "bleed out".

Alternatively, there may be a button somewhere that you have to hold down (to get the gas flowing to the pilots) in order to light the pilots to light. Once lit you usually have to hold this "button" down for 10 to 20 seconds.  Have you ever lit a non-electronic water heater?  Same thing here.

Where I live, if the gas gets shut off for any reason (non-payment of bill, work in the street on the main) the gas company must (for safety reasons) come into your house to relight any appliance with a pilot.