The NAVAID database isn't complete world wide, so you have to manually add the missing ones you want to use.
You need to use the program "World Maker" that comes along with X-Plane. The program file World-Maker.exe should be in the directory you installed X-Plane into.
Once it's started up, go to "NAVAIDs" and "view ILS localisers" (or glideslopes). From there you can "Add Navaid", typing in the name, frequency, location (decimal coordinates), ident, elevation etc.
It might seem a bit cumbersome at first, but it works well. Definitely the best PC sim I've tried
