Is GPS in White on the Annunciator Scoreboard? That means it’s Armed but not active.
You must use HDG mode or handfly close to the Magenta line. Once close enough, GPS will become active and take over. The best way to do this is use AP to remain straight and level (not climbing, not banking). Use HDG to point the plane to a 15 - 30 degree intercept angle to the Magenta Line. Once close enough, GPS will start blinking Green. Once active and following the route, it will be steady state Green.
This is how it works on the real unit.