How you do it??
Well umm...to do this correctly you'd need an RNAV (GPS) chart for starters.

It's impossible to to this in FS2002 due to the primitive and basic GPS, but Fs2004 has a "real" gps modelled into it, unfortuneately I don't have the game, but I think it must be possible, or else the GPS is worth $h-t...

I fly a PA31 w/ a Garmin 530, and it is capable of any RNAV approach. If the sim is the same as the real thing, then you should have no problem! An RNAV approach, is very simply, a matter of navigating to certain intersections on the approach , and descending to the required altitude at each intersection or "fix". Just  as Nexus stated, you WILL need the approach plate to do this. The approaches CAN be completed on F$2002, but the fixes for the particular approach must be programmed into the flight plan, before, the flight begins. This isn't very realistic, and it means that you have to know in advance, what runway you will be using at your destination. If you want an example of an RNAV approach plate, go to www.fltplan.com ; .      It's free, you just need to sign up.  8)

Squawkbox (freeware!) has an inbuild FMS in which you can program RNAV approaches. The FMS can also be programmed to pass the fixes at the right altitude and can be couipled to your autopilot. It can be used offline and I find it very easy to use.
Approach plates can be found a a lot of VACC sites, for most larger airports. (BTW: not only RNAV appraoches but all the info and SID/STAR/taxi/parking charts you could possibly need)
Here's a link to the european section.

https://www.linksmanager.com/vatsim/links29.html

check out the Vatsim site for other areas
Cheers
AJ