If the burner starts burning (makes a flame), but stops again after a very short time, it could be that the Cad cell is faulty (no connection or dirty). When the burning has started, the resistance in the Cad cell must drop, because of the light from the flame.
If the resistance is not dropping the control thinks that there is no flame, and stops the fuel supply.
Please check if the Cad cell is dirty (clean if dirty). Check the resistance between the 2 yellow wires. Is there a connection?
If the Cad cell have a shortcut (the connection between the 2 wires), the burner will not attempt to start