jentrxm,
Sorry to ask all these questions but we need to know the answers to give you an educated guess as to your problem.
1. Has it ever worked? (It looks brand new is the reason I ask.)
2. Do you know where the valves are to winterize the water heater.
There's a couple of different setups for that - one uses 3 separate valves. One on the cold water inlet to the water heater, one on the hot water outlet from the water heater and one on a line that connects the inlet and outlet. When the water heater is in "bypass" mode for winterizing, all the water goes through the open interconnecting line and none of it gets to the water heater. The valves are 1/4 turn valves and the handles let you know whether they're open of closed. When in use, the bypass is closed and the inlet and outlet are open.
There's another system that has only one valve which is usually clearly marked BYPASS.
These bypass valves are on the back side of the water heater. This area is usually accessible through a cabinet but sometimes you can't get to that area without removing a panel.
When on propane, you should easily hear the snapping of the spark trying to light the flame. It should make 3 attempts to light the fire before safetying off which lights an indicator lamp on the switch.
IF your water heater has the option of an electric element, there's no indication but the water warming up.
Hope this helps you with your troubleshooting. Give us some more information and we'll nail it!