IFR flying is one of the hardest types of flying, simply because it is covered by so many more rules. Knowing the rules is the tricky part especially when flying internationally.
So let’s discuss an IAP (Instrument Approach Procedure.) There are basically two major ways ATC can normally get you on the approach. They can RADAR VECTOR you or they can CLEAR you to a: transition, IAF (Initial Approach Fix), or IF (Initial Fix) on approaches without an IAF.
When RADAR VECTORING that is when we would normally expect that ATC is going to assign us a HEADING and ALTITUDE to fly. Since they are taking you to the approach it is mostly in their hands, however, don’t let this fool you. As the PIC (Pilot in Command) you are still the final responsibility for the safe operation of your aircraft, not ATC. If they give you a bad vector or a bad altitude and you collide with something, ultimately it is the PIC who failed to maintain terrain clearance. So while being vectored this is not the time to let down your guard, you need to follow along on charts and double-check your clearances. TAWS (Terrain Avoidance and Warning Systems) really helps to backup the pilot here. (Unlike the old day where a moving map was our finger moving across a paper map.)
When they clear me to a fix then I expect they will tell me how to get to that fix. I can proceed direct if I am RNAV/RNP enabled, join a radial or bearing, continue via a STAR, or maybe even my flight plan if they will take me to a fix that joins the approach. Once I join the approach then unless restricted by ATC then I expect that I will fly the courses or track and altitudes published. That includes PT (Procedure Turns) or HILO (Hold in Lieu of Procedure Turns) unless I am on a segment of the procedure that specifically states NO PT. So sometimes based on the IAP I in fact may fly a PT or HILO, but generally not the Missed Approach (MA) Holding unless I execute the missed approach procedure. (Be careful sometimes a missed approach holding procedure will be at the FAF and sort of look like a HILO.)
MAINTAIN simply means that maintain a cleared altitude or heading. It is rarely used with current and should never be given by ATC when an aircraft is maneuvering. i.e. Maintain a current heading is fine when an aircraft is already on a VECTOR or assigned heading, but not OK when the aircraft has not been already assigned some heading. The same with altitudes, I should be at an altitude or given CLIMB and MAINTAIN or DESCEND and MAINTAIN. If ATC needs me to stop climbing or descending then should issue specific clearance to stop my maneuvering.
MSFS AI ATC tries hard but is ultimately limited. Again there are lots of rules and lots of situations. The reality is it really does take a human to properly interpret and control an aircraft. Remember always it is the Pilot in Command that is ultimately responsible for the safe operation of an aircraft, not Air Traffic Control. Don’t surrender the safety of your airplane (or virtual airplane) to ATC, especially not AI ATC. I often ignore MSFS AI ATC when flying an approach, because of its severe limitations. I keep myself under pilot nav and fly the whole procedure as published. Of course, then there are significant limitations of the avionics systems as well to contend with.