In theory, when installing the AFC_Bridge.exe software it updates the simulators exe.xml file so that it will run automatically on starting the simulator. However, for me (and many others) the exe.xml file works either only randomly or just not at all. I get the best results with running AFC_Bridge.exe manually as the first thing I do after starting the sim. Mostly that gets the LEDs to work. Note though that AFC_Bridge is tied to several built in variables - if the aircraft you are using doesn’t use those variables then the LEDs won’t get triggered. When it works, it’s good.
See, for example:
Other than the LEDs, the throttle is excellent in my opinion.