Create an IFR flight plan and save it, then click on OK so the flight is accepted in FSX.

On the RTE page
Click on LSK 3L, beside <SEND
Then click on LSK 6R, beside FLTSIM FPLS>
Scroll through the plans until you find the previously saved IFR flight plan.
Activate, then EXECute it and you are ready for your IFR plan

My advice is to make the last waypoint more than 70nm before the destination because the ATC does not recognize SIDs, STARs or Transitions, and so it will start to vector you to the arrival airport from about that far away.