Here are the main parts

MYPIN TA-4 SNR PID Temperature Controller, Dual alarm
Thermo-coupler RTD PT-100, 385
SSR-25 DA Solid State Relay N.C
1/2" 110-120 VAC Brass Electric Solenoid Valve Gas N.C

The PID operates at 110vac and the output is 4-20mA.

For now I'm using just 1 output, pins 3 and 4  wired directly to the SSR inputs.

The thermal coupler is a RTD from Watlow, so it's wired using connector pins 7 and 10 jumpered and 8 and 9 jumpered.
with the output wires from the thermal coupler going to pins 7 and 8.
On the controller I have selected the thermal coupler option PT .
I have also selected Fahrenheit(F), no other changes except for the set point.