Fly direct to a waypoint or intercept a course to a waypoint. Enter a waypoint in the RTE LEGS page active waypoint line ( 1L ) to fly direct. Use the INTC CRS TO prompt in line 6R to create an intercept course to the waypoint. You would then ensure the heading shown at 6R is the final approach heading by either entering it or line selecting it.
Another method which may or may not be available on your particular version is to select the DEP/ARR page. At the bottom on 6R it would say XXX INTC. Push that and you should see a straight line going to the FAF.