Hi Timothy. I don't use the visual flight path feature but have been having a look to try and answer your question. I enabled it by going to the 'Aircraft' menu then 'Visual Flight Path' and click in the box 'Enable Visual Flight Path', select the altitude you want it to start from and click OK.
See if it's working by going to a pre-set approach flight, for instance 'Short Flights (kiosk)', 'On Approach'. This puts you in the 737 on finals at Chicago with the correct ILS already selected in Nav 1. As soon as the flight starts, press P for pause and enable the Visual Flight Path as above and start it at 1000 feet. If it appears ok you are probably not entering the ILS frequency properly for your landing runway.
You don't say which aircraft you are using, but on the 737 you enter the required frequency in the standby box and click the toggle switch to transfer it into the active box. Hope this helps. Ian