Once the dial is turned off the gas supply will shut off for your furnace and cause the pilot light to turn off.
How to turn off pilot light on wall heater.
Turn the dial so the arrow or mark on top points to the off position.
Once you find the dial press down on it so you re able to rotate it.
Press and hold the thermocouple bypass button otherwise no gas will flow since the thermocouple will detect that there is no pilot flame.
Light a match and hold it directly beneath the tube in the pilot opening.
The pilot valve handle is facing toward the rear.
Switch the dial to the off position if your furnace has one.
Remove the match but continue to hold the knob down.
The valve you show in your pics is a burner valve not pilot valve.
Make sure the gas valve is turned on lever should be parallel to the pipe turn the furnace dial to pilot position.
Press and hold the pilot control knob down until the flame lights.
Pilot light left on parasitic f.
Water heater is similar they re all similar actually.
The pilot light is inside the heater behind a metal plate.
Also check the first pic you posted.
Follow the pilot tubing from the pilot back to the b 60 gas valve and you will see a b valve on the the bottom of the gas valve turn until pilot is off.
Re lighting your pilot flame.