Lennox has been making home furnaces for over a century, and has established a reputation for innovation. Traditionally, home furnaces utilized a pilot light that was lit manually, and then burned a low level of fuel 24 hours per day. Modern Lennox furnaces have an automatic pilot that is connected to the thermostat. When the thermostat tells the furnace to heat up, the pilot ignites. This saves you money since the pilot light is not burning constantly. Since you can't manually light the pilot, if it blows out, you need to use the thermostat to tell it to light. You can do this by essentially resetting the furnace.
Turn the thermostat, typically located on the control panel near the bottom of the furnace, to its lowest setting. Turn off the electrical power to the furnace by flipping the electrical switch near the thermostat.
Remove the upper access panel by lifting it up and pulling it out and away from the furnace.
Turn the gas control off. Depending on your Lennox model, you will either have a gas control lever or knob. If you have a lever, slide the lever to the off position. If you have a knob, rotate it clockwise to the the off position.
Wait five minutes to clear any gas out of the lines. Once five minutes has passed, turn the gas back on.
Replace the upper access panel and turn on the electrical supply to the furnace. Adjust the thermostat to your desired setting; the pilot light will ignite. If the pilot doesn't light, there may be air in the lines, so repeat the process once more to clear any air out of your gas lines.