The water comes from the cold water supply, there should be two taps from this supply on the bottom right of the boiler, one for the domestic hot water on a vertical pipe, the other on a horizontal pipe goes to a flexible pipe that goes left (the filling line) and fills the sealed system.
The pilot is probably going out due to suffocation; the fan is meant to run slowly when only the pilot is lit to supply air to the flame. A sticky fan bearing, an open 560 Ohm slow run wirewound resistor, a dry joint on that resistor, a dodgy (intermittent/broken) boiler pump flow sense microswitch, a sticky boiler pump flow microstick actuating rod etc could all cause this problem. Read the manual, or get a Vokera approved man (not any old corgi but someone who knows the model well) to service it. the boiler has a few quirks (flue venturi cleaning , DHW flow diaphrams) that need regular attention, but these are cheap and come as part of a proper service. The microswitches don't seem too reliable. There are mains voltages inside, be careful; failure to reassemble correctly could result in a carbon monoxide leak.
cd, January 2007