Light a burner on your stove and allow it to burn for 3-4 mins to clear the air from the lines. Then try the suggestions below. The fan should come on first(Safety feature), then you should hear a clicking as the furnace tries to light. After 3-4 failed attempts, the safety feature will kick in and you will have to shut the furnace off to reset the control board.
Originally Posted by Kuba
Make sure propane is on, turn fan setting on thermostat to AUTO. Adjust thermostat to desired temp, should go on.