Depends on how you set up the approach in the FMS.
If you plan to fly the full ILS procedure from the IAF or from a feeder fix, the FMS will handle nav-to-nav transfer automatically once APP is selected in the flight guidance panel. Once the localizer comes alive, the system will switch from FMS to LOC, magenta needles will change to green needles. The glideslope will capture normally.
If you are receiving ATC vectors for the approach and have selected the VECTORS option when you load the loaded the approach, the process is similar. Once you receive radar vectors, then you can go direct to the FAF waypoint and then select the intercept course option (i.e., make the inbound course in the CRS field big) to extend the RNAV final. When you receive your intercept vector, you may:
1. Select NAV to intercept the FMS magenta line to intercept the inbound course to the FAF. This procedure should be used if you are outside of the localizer SV or are on the fringes of it when ATC issues the clearance. The Collins system has nasty habit of capturing a false localizer. Transport Canada covers this very well in their AIM after a CL604 dang near flew into the side of hill near Vancouver many years ago. I have captured false localizers in Collins-equipped DA2000 and in the Honeywell-equipped Lear 45 in the US after selecting APP mode too early. I have even seen it turn the wrong way and fly outbound if APP is armed at a 90 degree angle to the final approach course. Wait until you are within a 30 degree intercept heading to the final approach course and within the localizer service volume before arming APP. In fact, I will often let the NAV capture the final approach course in LNV and then ARM approach when the FAF is the active inbound fix. This especially true if I have stepdown altitudes prior to the FAF and I need to use VNAV to comply with these intermediate segment stepdown altitudes. These altitudes may be for terrain, airspace (e.g., Class B compliance), or for air traffic separation purposes (e.g., simultaneous parallel independent approach operations). Capturing the glideslope too early, especially on hot days and result in busting those altitudes. Remember, the altimeter reads HIGH when it's warm, while the glideslope is an "iron rail" that doesn't care about temperature. It will take you BELOW those charted altitudes on hot days. Same is true for LPV approaches from the intermediate fix (IF) inbound. I waiting to test a known issue in the Collins FMS in HS CL650, X-Plane, and hot temperatures at KDFW on the RNAV (GPS) approaches.
2. You can select APP Mode when cleared for the approach or cleared to intercept the final approach course. Nav-to-Nav transfer will occur when the localizer capture parameters are met, and the needles will switch from magenta to green. If you are NOT cleared for the approach, you need to switch back to NAV mode to prevent premature glideslope capture and then re-select APP mode when cleared for the approach. This technique is also used if intercepting the localizer for a LOC only or LDA approach. Also, for the reasons above, you need to look out for false localizer captures and make sure that you meet the intermediate segment stepdown altitudes prior to the FAF. Selecting APP mode when cleared for the approach should wait until your heading is within 30 degrees of the final approach course and within in the localizer service volume. On a simple approach with no stepdown altitudes or when receiving vectors at an altitude below these altitudes, this is the easiest.
3. When on vectors, you can manually switch to green needles and select APP mode when cleared for the approach, when the heading is within 30 degrees of the final approach course, and when you're within the localizer service volume.
Some folks like to use #3 because they have been bitten by Nav-to-Nav transfer. At 30 NM from the ARP, the Collins FMS will auto-tune the ILS or LOC frequency and set the inbound course in background. If you are unfortunate enough to execute a Direct-To in the FMS at the time that this auto-tuning is occurring in background, there is a chance that the inbound course will not be auto-set. This happened to me once on the LDA Rwy 25 approach into KEGE. We received a Direct-To clearance to QNDRY right as we were at the 30 NM distance from the ARP. While the radios both tuned to the localizer frequency of 109.75, the captain's CDI did not change in background to the inbound course of 250. We used the FMS in LNV and VNAV to laterally and vertically navigate the approach to just prior to WASHI, the FAF, then selected APP mode. I was in the right seat, and my CDI was set to 250; however, the captain's CDI course was set to something else, if I recall 360. Needless to say, we had some last minute changes to make. As result, some pilots (not me...) do not trust Nav-to-Nav transfer and set up the CDI course on their own.
There are many different techniques. You may use differing techniques based on the needs of the approach that you're flying and how you're being handled by ATC.
Rich Boll