From AIM:
....for aircraft operating on unpublished routes or while being radar vectored, ATC will, except when conducting a radar approach, issue an IFR approach clearance only after the aircraft is established on a segment of a published route or IAP, or assign an altitude to maintain until the aircraft is established on a segment of a published route or instrument approach procedure.
...and...
Except when being radar vectored to the final approach course, when cleared for a specifically prescribed IAP; i.e., “cleared ILS runway one niner approach” or when “cleared approach” i.e., execution of any procedure prescribed for the airport, pilots shall execute the entire procedure commencing at an IAF or an associated feeder route as described on the IAP chart.....
In other words, as far as I understand anyway, you need to be either radar vectored on to the final approach course or follow a
published procedure that establishes you on the final approach approach track.
CP