Pilot Roles are roles that have the box checked "This is a Pilot Role" on the role's general information page. To see if a role is a pilot role, review the role to see if this box is checked. Pilot information will be stored for users assigned to pilot roles. If you see the Pilot Info link on the left when you view the user's profile the user has already been assigned to a pilot role and is therefore a pilot.
A role that is not a Pilot Role cannot be changed to a Pilot Role after the fact. To create a Pilot Role, add a new role and and check the box that says "This is a Pilot Role." If a user is assigned to any role that is a Pilot Role, you will be able to store pilot information for that user.