You need to make sure that you go through the start-up routines as specified in the manual, as the switch positions will define whether specific functions will work, like the autothrottle, or even the engine start-up. If you go through the correct sequence on the overhead panel, then the AT should switch on. My habit with the PMDG 737s is to go through the overhead routine, and then switch the flight director, autothrottle and autobrake on before I program the FMC.
If you use this short checklist, the AT will turn on as I described above:
- Battery and standby power switches on
- APU on and then APU GEN switches on
- DC selector to BAT, AC selector to APU GEN
- Hydraulic pumps and fuel pumps on
- Isolation valve and APU bleed valve open
Hope this helps.