Haven't tried it but most AP and GPS modules work the same way. AP on or off, GPS mode and use it with either flightplan waypoints, or heading bug.. also altitude sets, rate of climb or rate of descent in feet per min), hold patterns,
Need to go to GPS Mode for the autopilot to actually be of use for direction: whether that is to follow flight plan waypoints, or heading feature using the heading bug..
For heading bug to work with AP, need to select GPS and heading ON/OFF in the ap module and for heading bug to be effective then when you turn the heading bug the aircraft, AP navigates the airplane to and holds that heading So find the NAV/GPS Switch.. if on nav (usually is by default), then switch it over to GPS then autopilot should kick in,
Here is a good vid on the sim Garmin GPS500 .. hopefully will help as almost all GPS modules work the same way.