The first step is forget everything you know or expect from an IFR GPS. It's been years, but I did all my IFR training behind one. The only thing I remember is that you had to program, save and load a route before you could load an approach. Hitting direct and entering your destination airport would enable to you get to that airport just fine. But if you wanted to fly an approach once you got there, you'd have to program, save and load a route from somewhere else to wherever you were trying to go. Once that was done, you could select the approaches and load them. And yeah, the OBS mode is your friend for vectors to final.