Glideslope capture is done in NAV mode. See 4.2.2.3 and 4.2.2.4 in the POH, which is linked to in another post. There are a series of conditions that must be met for 10 seconds before GS arming, mainly including being 60% below the glideslope. These are listed in 4.2.2.3. It's usually because one of these is missing that GS doesn't arm.
However, as 4.2.2.4 states you can force GS arming by pressing ALT once if you're already in ALT mode, which will usually be the case, or twice if you're in VS mode, which might occur if you're descending in VS mode to get down to the glideslope or glidepath.
To respond to some of the other comments, there is an APR mode, but it can't be selected manually--it's selected by the system when in NAV mode, and a LOC is detected. This is a confusing use of terminology by S-TEC, because APR mode in S-TEC is completely different from how other manufacturers use the term--it's only a higher sensitivity version of NAV mode, and always goes with NAV; that is, there's no stand-alone APR mode, only NAV APR.
Hope this helps.