I doubt that there is a possibility to create the X-plane FMS plan with proper GPS approaches in the game, however I have never tried. A lot of navigation points are missing. However with external planning software, like Plan-G (you can get it for free), it is possible conveniently create the plans to custom coordinates (= to the points which are not in the navigation database). For better experience you can use the xFMC (pretty feature-rich FMC device) or KLN90b (an IFR-certified GPS) plugins - they are free and their databases can be updated from Navigraph (which is for $$$, however). For proper procedures just follow the approach plates for your destination airport, pretty much everything needed is written there. Both xFMC and KLN90b have pretty accurate databases and points which you need to fly to during the approach should be available. For plates there are a lot of sources: some countries provide them free, you can get real ones from Jeppesen (however they cost money), plates for some airports can be got from Navigraph, you can search the VATSIM sites or try the http://charts.aero/ .