DA 40 is not locking on the VOR?

Hi, I’m doing something wrong here?
Why the VLOC does not go to green.

It’s not going to. On the GNS when you press the CDI button VLOC is white and GPS is green.

Ok, tks, I thought that this gauge would point to the VOR.
But there is a way to?
Because I dont want to use the GPS.

You already are with the OBS on the CDI twisted correctly to take you to the station.

Moved to User Support Hub > ATC, Traffic & NAVAIDs as the OP is requesting community assistance.

Now I think I got the point, you need to select the VOR but the CRS is done by your planning, will not be a needle pointing to the VOR, you need to choose the course you want to arrive or leave.