I always thought that some VOR or waypoint information must be written in the FMS, or manually, in order for it to display a VOR/DME indication?

When the standby engine instruments are turned on and the engines are off, some values should be displayed as "zero" (if the aircraft isn't moving and is on the ground) Do you get any readings?

If this is happening with the other aircraft too, do you have FSX Service Pack 2 installed?