Vertical guidance definitely does work but there are a couple of things to keep in mind. It has to be an LPV approach, you should see that category on the approach plate.
Also, from what I’ve encountered, the sim is a bit buggy and it will only follow the glideslope from the last waypoint before the runway. Some RNAV approaches have a final waypoint very near the end of the runway so it doesn’t appear to work if you were expecting it to follow from the normal intercept point on the plate.