If you wonder how to use the GNS530 in x-plane, this video will be very useful, I'm sure you can find many others :
If you wonder how to select the source on the HSI, this is where you will find the source selector :
More quick information on how to set NAV1, NAV2, GPS :
It looks a bit messy but the link to the video should make it easy to understand.
Now, if you are wondering how to follow the gps with the autopilot, the autopilot is below the throttle levers :
-FD (Flight Director) needs to be on, in order to display guidance information on the PFD (Primary Flight Display)
-NAV needs to be on so that the FD indicates how to follow the information given by the HSI.
-AP (Auto Pilot) needs to be on so that the plane control is passed on to the servomechanism.
Hope this is helpful enough.