Okay I'm flying from Faro airport to Madeira (both in Portugal) and I need a little help:

I wanted to do a visual approach in Madeira since there is no ILS approaches however, when I took off from Faro I was given one heading after take off and then after that, I wasn't given any more vectors whatsoever therefore I flew right over Madeira airport. Why didn't I get given any more vectors?

Also, when I'm doing my flight planner on my main FSX screen, should I select IFR or VFR? - Madeira doesn't have any ILS approaches!

Can anyone give me a basic tutorial on how to do a visual approach?

Thanks!

Regards,

F-16