A couple of things to try:
- Be at about 1500’ AGL when you hit the Initial Approach Fix.
- Switch to APR at that moment, but not before.
- If using the in-game auto-tuning of your NAV radios, verify that the ILS frequency is accurate - you can use free approach plates on the Internet like SkyVector.
- The sim should switch from GPS (assuming this was primary method of guidance) to ILS NAV1 automatically, but if you do it yourself too early, guidance may not be picked up.
- The AP should pick up guidance approximately 1NM before Final Approach Fix (Green Marker on right starts going down, aircraft pitch follows, Magenta for RNAV guidance).
In-game, ATC is supposed to hand you off from Center/Approach to tower anywhere from 10-20 miles before the IAF. If it did not, you may have missed a radio call and they decided to cancel your IFR plan. If nothing else, ATC is consistent in this regard, I’ve even been able to request an alternate approach that’s closer to where I am and they routed accordingly. But if you weren’t handed off to Tower, then that’s usually a missed radio call. Tower will confirm landing clearance and not talk to you again until you’re wheels down on the active and requests you clear the runway.