A quirk of the MSFS flight director logic means that an autopilot mode must be "armed" in order for the flight directors to provide guidance. This may be more obvious in commercial airliners where modes can be armed via buttons on the glareshield, but it is still possible in the Vulcan. To arm an Autopilot mode in the Vulcan without the Autopilot engaged, rotate the NAV selector on the upper main instrument panel to the desired mode and then pull the TRACK knob on the Autopilot panel to arm that mode. The flight directors will then provide the correct direction for the chosen mode.