In the main menu do to Options -> Controls and in the 'Controls' menu press the 'Customize...' option.
In the Keyboard Customize menu that will popup, look for the "gunsight mode" commands (actually they are two of such commands, the 'Next gunsight mode' and 'Previous gunsight mode') located under the Weapons Commands section. Those are the keys that will change your HUD menu if and when you're flying an aircraft equipped with a HUD.
For the ILS projected in the HUD, you have to change the gunsight/HUD mode to NAV mode but note (if I'm not mistaken) not all aircraft that are equipped with HUDs will have the ILS needles projected in the HUD.
For example I do remember that the F-14 (which comes with SF2:North Atlantic) actually has ILS needles projected in the HUD but if I'm not mistaken the ILS will only appear on the HUD (in the F-14) when your HUD is in NAV mode and your landing gear is extended/lowered.
Regarding other HUD equipped aircraft in SF2, I'm not sure but again I believe that some may not be equipped with ILS needles in the HUD (only on a cockpit instrument). This is likely accurate since if you notice, these Strike Fighters series sims are designed to model aircraft up to the very early 80's (up to 1982 to be more precise) and actually centers more on aircraft of the 60's and 70's where HUDs where a novelty (or something futuristic) and therefore rare and ILS projected in the HUD was even rarer!