Forgive if I’m stating the obvious here.
You have the ILS frequency tuned into Nav 1 of the upper GNS?
You’ve got the approach loaded and active in the GNS? I believe in the lower left of the GNS display it will say APPR when active.
You’ve pressed the, I think, APR button on the Autopilot if you’re using it to take you to the runway? I do this pretty late, when I’m sure the aircraft is lined up with the runway. Otherwise, leave it in NAV mode until you are.
Check that you’ve got the horizontal and vertical green triangle GS position markers in the Attitude Direction Indicator. The Red GS flags will also clear, indicating you’ve captured it.
There are two switches that toggle the Radio Magnetic Indicator needles between ADF and NAV. Set them to NAV. See if you’re getting the ILS signal by watching for the needle to indicate the ILS heading for NAV 1.
Also, on the HSI there is a little switch to the right of the heading bug knob (one on the right) that toggles the green flag between NAV and ADF, I think. I’m not at the sim right now, but it does have two modes, I just can’t recall what their labels are.
I’ve also found that it will take longer than expected to drop the ALT Hold mode and start descending down the glide slope. This threw me the first time I tried an ILS landing and I ended up shutting off the AP early and hand flying. Be patient with it. Maybe on your next try, get to full flaps early and fly slowly so you can have a chance to breathe and make sure all is going to plan.
It also doesn’t seem to follow the GS with laser focus like some of the other aircraft. Specifically, I note the vertical will often be a bit off.
It has worked excellent for me every time other than that first when I didn’t trust it.