The only ILS frequency needed is 108.7. The other is for military and not usable by civilian aircraft. The VOR frequency is needed because the approach starts at 10 DME from VKP VOR. In other words, coming from any direction tune VKP first and fly in a 10 DME circle until the localizer/ILS is intercepted. The VOR transmits in all directions. The ILS/LOC is a focused radio beam transmitting in one direction only.
The TBM 930 is a very fast aircraft not very suitable for instrument training. You might want to try something slower like the C172.