From the user manual
8.48 Requesting ‘Direct to…’
Yes, new to version 2.11 you may now request ATC to approve a ‘direct to’
any waypoint in your flight plan. This feature is activated using the same
hotkey as you use to toggle ground AI traffic detection on/off (the default key
being C\S\D). However, this original hotkey is only available whilst your
aircraft is on the ground... once airborne this key is then used to request a
'Direct To' waypoint. Hitting this key during your flight will not display the
next waypoint in your flight plan, as you should already be heading toward
that one <G>, but the one following the next one. The message window
display will also prompt you to select ‘Y’ (C\S\Y) or ‘N’ (C\S\N).
If you choose No then the next waypoint in the flight plan will be displayed
with the same options.
Choosing yes you will hear "Call sign requesting direct to XXX" and ATC will
reply accordingly.
This feature is subject to a few conditions.
(a) It is only available when you're airborne
(b) It is only available until you're actually on route to the last waypoint in
your flight plan (not the airport)
(c) It is not available until after you receive your final vector from Departure
and a 'Resume own navigation'
(d) It is not available during Oceanic procedures