Formally the coverage area is 25nm for the localizer and 10nm for the glideslope.
For sure you can receive and - in most cases - intercept the respective beams well outside that area, but the system is usually not designed for that (however there are lots of local excemptions at different airports).
To avoid false captures it is good practise to go first for VORLOC and once you are established on LOC and within 10nm to arm the glide.
If you are joining within 10nm it is usually OK to go directly for the APP mode, there might only be ATC issues - like in the UK, where you are first cleared for the localizer and once you reported established, you are cleared for the ILS.
Concerning the rudder: Do not touch it at all (just if you have to, for example in engine failure or to de-crab before landing).
good luck
FA10