Garmin N1000 in Default Mooney Bravo. problems re Nav approaches

Hi,

I'm getting into this Garmin thing. I'm familiar with the Proc button to select approaches etc. Some airports offer ILS approaches, some GPS approaches, and some other " fixes "approaches.

In the ILS ones, When I activate vectors to the fix , with the cdl button set to GPS , I find I am flying to the fix Prior to the runway fix.

OK so far.

I set the ILS frequency for the runway in the top left corner of the Garmin and make it the active one.

Now when I am getting nearbto the fix, I thought that as the frequency is set, if I change cdl to the green Nav that the arrow would show I was picking up the Localiser ( As what happens when flying under iFR rules), but the green arrow is pointing to a completely irrelevant direction?

What am I doing wrong, please