I am new to flight simming. As a newbie I probably should not be expermenting with autopilot yet, but I need help setting the heading bug. I have read the learning center tutorial, but it is not sinking in. Any help would be greatly appreciated.

Well to set it if you dont have the button on the VC cockpit just press CRTL+SHIFT+H then release then just press the + and - keys on the keyboard to get the auto pilot to follow just press the HDG button on the autopilot easy....hope this helps