ATC will vector you to the ILS by giving you turn instructions up to a point where they put you on a heading and tell you that you are cleared for the approach, which gives you permission to intercept the localizer.
Here's how to use the Horizontal Situation Indicator (HSI) to track an ILS:
Every ILS has an approach course. This is the course that you will fly on the final approach (in other words, the runway heading). Somewhere on your panel, there should be a knob to adjust the HSI needle. On the default planes, it's usually on the lower left corner of the HSI with a yellow arrow on it, and in the jets, it's usually next to the autopilot and labeled "course". Adjust the HSI needle until the arrow points to the same heading as the approach course. The deflection of the center part of the needle signifies which way you need to go to to reach the ILS. If it's to the right, turn to the right. If it's to the left, turn to the left. If it's in the middle, you're either right on course or the ILS isn't receiving anything (most likely because you're too far away from the runway - FS
ILSes have a range of something like 25nm). Sometimes your heading will need to be different from the runway heading by a few degrees due to a crosswind.
On either the left or right side of the HSI (sometimes on both sides), there will be a glideslope pointer. If it's above the middle dot, then you're low, and should either stop descending or climb a bit until it comes down. If it's below the middle dot, then you're high, and you'll want to descend a bit faster. Your goal is to keep the middle of the HSI needle exactly in line with the rest of it, and to keep the glideslope pointer exactly on the middle dot. However, make small corrections - it's better to be consistently a bit off than to be constantly making corrections to try and get it exactly right and end up having to go back and forth and up and down (called chasing the needle).
If you're going to be using the autopilot, use the heading function to follow the ATC vectors. Once you are cleared for the approach, turn to the assigned heading, and then engage the approach mode. The heading and altitude modes will stay active until you near the localizer, and then the heading mode will turn off and the autopilot will turn you onto the localizer (don't worry if it overshoots you a bit, this happens a lot, and it will compensate). The altitude mode will remain on until you near the glideslope, and then it will turn off as the approach mode takes both lateral and vertical control. The aircraft will fly down the ILS nicely. Disengage the autopilot at about 200 feet above the ground, and land manually.