Basically, you are correct. You’ll need to set your destination to an airport that has a tower for controller instructed landing, to say it simply. Atc is still a little buggy, so if it seems wierd sometimes it probably is and it’s not you… For now, pick a larger airport to help experience that type of landing.
Msfs is missing many airports that should be controlled at this time, so don’t get disheartened if you pick an airport that should have a controller, but doesn’t. Keep doing what your doing! Have fun! There are thousands of great informative sites to find out there.