I'm not sure if the mistake is with trying to set up the autopilot or the navigation. I'm not as familiar with trying to use the GPS with the autopilot to let it fly an approach. If that's what you are looking for, I recommend checking out the G530 manual that is included in the folder of any default aircraft that has it (see the C172's folder, for example).
Otherwise, when doing it by hand or with the CDI, I press the CDI button on the GPS to get to VLOC, then usually click on the ILS icon of the map, then Tune NAV1, then use the ILS approach app all from within that map window. Once you're lined up for the approach, you can activate the autopilot by pressing the AP button to turn it on, then the APR button. You can also use the HDG or ALT buttons to hold heading & altitude respectively until it locks on to the glideslope. The autopilot should fly the glideslope after you intersect it from below to lock on.