I think FS02 does have it . To use it, tune the ILS frequency into your ‘Nav 1’ radio and make sure that you are in NAV mode (not GPS). When approaching the airport and on an intercept heading (i.e. you’re going towards the airport ), press the APPR/APP button on the autopilot panel and the aircraft should intercept and fly the glideslope/localiser.
This is my understanding and this is how i fly it, although somebody may give a better explanation.
Tom