Well, as with real GPS units, you have to make sure you activate the appropriate execution for the approach. Some may call for full procedure, DME arc, different waypints etc. so when loading the GPS, it will ask how you want to initiate the approach. One of the options they always give is vectors, to which it will simply give you directions directly from either your last waypoint in the flight plan (if you simply load the approach, rather than activating it) or a direct route from your current location to the initial approach fix for the approach.
Also as mentioned you need to have NAV 1 set up for the ILS/LOC if you're doing that type of approach, as the GPS is not a substitute for those.
Lemme know if what I just said makes sense and answers your question.
I wasn't exactally sure what answer you were trying to get.