Just backing up what Dave has said,PFE will tell you to descend on the ILS and to contact Tower when established on the ILS etc.
If you FDC then your co-pilot will call this,Localizer captured or Glideslope captured when in range.
You need to manually tune the Nav 1 to receive the ILS,especially with 3rd party a/c like Leveld 767,once you have been given the runway,goto your FMC and look for Dep/Arr button,click on it and look for the arrival runway,enter it and the Nav1 will be loaded with the freq,that should capture your Loc and Glideslope.
Hope this makes it a bit clearer for you,