In our Lear 60XR's we get DME readout in PFD following these steps:
In FMS, set AUTO tune ON;
On PFD, set BRG pointers to VOR1 / VOR2.
In bottom left corner on PFD, now it shows VOR1 / VOR2, ident and DME distance.
You can only set bearing to VOR, when autotune is enabled.
or..
On FMS set FIX to VOR, and got distance from FMS