I was using the PMDG 777 and set VC to mode 2 (handles comm and flies the plane) to be safe, but didn't really see that the copilot was following ATC instructions.
In CP Mode 2, the copilot just handles the comms. The copilot flies the plane in CP Mode 3.
Let's say, though, that I fly out of LAX where there is usually the big sweeping left turn on departure over the Pacific or want to fly the Canarse climb from JFK 31L.
In these situations, you are flying a departure procedure and you do not want PF3 vectoring you after takeoff, so you would check (tick) the SID box on the SID/STAR page before your flight. This turns off vectoring after takeoff, so you would not be given an initial heading to fly and you would not be vectored to your first waypoint. You can fly the procedure by hand or enter the procedure in your FMC. PF3 does not know the details of the procedure you are flying and assumes you know what you are doing. If however you want PF3 to vector you in the usual way, leave the SID function off. You will then get an initial heading and vectors to your first waypoint, but you need to follow the instructions. See the User Guide (in your PF3\Help folder) p. 44 for more information.