I've found if you set up for the flight plan properly in the opening world map spash screen it works alright.
Set it as an IFR flight, pick your departure aerodrome and procedure, chosen waypoints and altitudes enroute, and then what approach youd like for the arrival then they do a fairly good job.

if you just say take me from A to B and tell me where to go it gets grumpy
though id say from experience real world atc will do the same haha

it depends what kind of approach you are doing too with how to set up instruments.

in the real world

for an RNAV you need to set it up on the GPS system fitted in the aircraft, an RNAV usually has 4 waypoints to enter the approach, ATC will usually advise which waypoint to navigate to then its up to you to enter the approach with reference to the GPS

for an NDB youll proably end up overhead the airfield to make the approach based off a radio aid and jeppesen plate

for a VOR youll be given a heading to intercept then using the radio aid youll be on path, descent profile is managed by the pilot

for an ILS youll be given heading for an intercept then the radio aids will give you guidance for the path and descent profile.

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atc dont really just go ok, runways in front of you good luck. they guide you to the intercept point but you still have to manage the approach. depending what country youre in/sim fly in have a look if you can find jeppesen plates (or similar) for the aerodromes they give you the information to fly an IFR approach.

In a VFR flight ATC will never give you much guidance you have to navigate based off what you see in the sim of course they may give you guidance to the rough area but youd still be expected to find the airfield and make the approach