I am an absolute beginner, but I have played FSX from time to time. In the new FS2020 I managed to fly from one airport to another and land with ILS (with flight plan). I primarily use the Cessna Citation CJ4 and with that it went well with the automatic landing approach. I had also tried it with the A320neo, but I find the CJ4 somehow nicer. On the A320 the autopilot put me completely on the right course and also did the descent correctly. With the CJ4, I’ve only managed to get it to put me on the right course so far, but it doesn’t go down automatically. I’m not quite sure if I’ve done anything wrong with it.
But my question is, how can I, for example, manage that if I take off somewhere WITHOUT a flight plan and then want to perform an ILS landing? I know that I have to type the ILS frequency into the computer and activate it. That works too. But how can I tell the autopilot to fly on course? Normally I set it to “Approch” or to “NAV”, but nothing happens with both. Do I have to do anything else? Is there perhaps video?
Sorry if this is not described in detail, but as I said, I am just a hobby pilot who is happy to get a machine up and down 
Many greetings.
There are tons of videos covering various aspects of ILS approaches or VOR navigation, and some are not even specific to MSFS. It would be too much to try and re-explain it in the forum post.
When you enable NAV, it usually has several modes: FMS/GPS (follows flight plan magenta line), NAV1 (follows localizer/course1), NAV2 (follows localizer/course2). There is a way to switch between them (usually a CDI button but it may be different).
So you can start by following the FMS/GPS, switch to heading mode, configure frequencies for NAV1, change NAV to NAV1, follow that, etc. These are the tools at your disposal to use as you wish.
To manage the flight plan in game, you may get the best luck by deleting the flight plan by removing/replacing the first waypoint, adding a new destination, and then inserting waypoints manualy to the flight plan.
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For flying VOR to VOR without a flight plan, you can watch this tutorial:
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It’s not as simple as just tuning the frequency. You need to load the approach into the GPS/FMS, then activate it. From there, having the aircraft in the proper autopilot modes will take care of the rest.
You don’t need a flight plan, but you do have to at least load, then activate an approach…or departure for that matter.
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For VOR navigation, it is as simple as tuning a frequency and course. The flight plan is an additional tool for GPS navigation. If the question was if you can perform ILS landing without the flight plan, then definetelly you can.
I was not suggesting the “activate approach” functionality because that is prone to crashes in the most aircraft right now. Hopefully it will improve this week after the patch #2.