Only professionals have the parts and legal licensing to replace a gas valve. They will replace the thermocouple when they do this.
The tube connects to the gas valve below the pilot light.
For more specific instructions on operating your multimeter, read the owner’s manual.
If your pilot light doesn’t work, use the wrench to unscrew the thermocouple’s other end. Use a lighter or torch to hold a flame under this end. This end appears needle-shaped and is designed to take on heat, so put the tip into the flame.
1 millivolt is equal to 1/1000 of a volt.
Another option is to call a heating repair person near you. This is a great option if you need help making the repairs or suspect your system has other problems, such as a faulty gas valve.