Timesheet approval is off by default. You need to enable it by setting necessary permissions on permissions configuration page. Also you need to create timesheet periods. Timesheet approval is period based. You need to specify which project roles can approve worklogs for that project and which user groups require their timesheet to be approved. Without setting these, there will be no "Approve Timesheets" menu item on the main WorklogPRO menu and user will not able to see their timesheets approval status and they will not able to send their timesheet to approval.