When you create the flight plan in the FMC, your ARR choice automatically enters the data (Frequency/Heading) for the ILS runway you selected as the arrival. Look in the the RAD NAV page on the CDU and at LSK 4L, you will see the info. In v4.6, it changes the Frequency/Heading on the ILS Radio Panel (Aft Pedestal) as soon as you select your ILS runway for the arrival. Once you get close enough, it will become active so you are ready to land. So if the runway you selected has an ILS frequency of 110.90 and a heading of 124 degrees, they will be entered into both of those places I mentioned.

For capturing the ILS at 2,800 feet ASL, just set your Altitude Indicator to 2800, press the LOC button on the MCP (Autopilot) as you are lining up with the runway. When the 757 reaches 2,800 feet, press the APP button on the MCP so it captures the Glide Slope. I sometimes press the APP button as soon as the Glide Slope Pointer nears the center of (but is still above) the Deviation Scale on the ADI.

Hope this helps.