I usually never listen to the ATC commands, they have no clue about the real world approach routes anyway so I disregard them as much as I can (quite the opposite what you'd do in real-life)

It's not rare that real world ATC will tell you to divert from the STAR or put you in a holding pattern so they can have a smoother traffic flow

why?  some pilots like to fly manually as much as possible. Others will hit the autopilot button asap. The whole point of autopilot is to reduce pilot work and fatigue.

O.....I just thought it would seemed to be hard to hold a certain heading....because of such factors as wind.

You don't have to correct for wind when flying ATC vectoring, they'll account for wind-drift for you

So if ATC say "Speedbird XXX, turn left heading 185", you'll rotate the heading knob until it reads 185, it's THAT easy

However things gets trickier if you're flying under ICAO regulations and you are flying a published route with a  "heading" label, then you must correct for wind both during the SID and the STAR aswell...FAA ops don't require wind drift correction   (lazy Yanks   )

But modern aircrafts like the Airbus' have both a heading select and ground TRACK mode (HDG/VS or TRK/FPA to be more specific).

Really neat