They have an on off switch on the side usually beside the electrical connection check and make sure it is on.Also make sure your gas supply is on at your tank. If all of this works out then it is the limit switch usually located inside the cover on the right hand side as observed from the front after removing the access cover. Or it could be the sail switch located in the back of the furnace at the fan. Does the fan blow? Here is the sequence of operation
This is generic and applies to most DSI model furnaces.
Thermostat calls for heat.
Thermostat relay or time delay relay is energized and allows power to the blower.
Blower motor runs up to speed.
Sail switch closes at 75% of rated blower speed.
Power goes through the limit switch to the ignition control board.
The control board begins trial for ignition, opening gas valve and initiating ignition spark.
Burner ignites.
Thermostat reaches setting and opens.
Burner shuts down.
Fan runs briefly to cool furnace.