Answers
I thought one of the resistors was the wrong value, but it wasn't. I replaced it and it still didn't work. I corrected the problem with the resistor you mentioned.
I think it was the 15K resistor, which should be brown-green-orange. That's R2. I looked at it closely and it appeared green, but I wasn't sure. I replaced it, but it gave the same result. Then, I checked the resistor values with my multimeter and they were all correct. I checked and everything was in the correct place.
Finally, I checked and replaced the PUT twice. It's still won't work.
Could the problem be the breadboard? I also think it may be that I have to replace the power supply.
I think it may be that I should use the one that came in my kit. The problem is, it doesn't look like a regular power supply and I'm not sure if it is to be used for something else. Should I just cut it? Then, I wouldn't have it for whatever else I need to use it for. Any advice?