Refer to figures.
EASA learning objective 022.06.03.01.06 states: 'Explain that the flight director computes and indicates the direction and magnitude of control inputs required in order to achieve an attitude to follow a trajectory.'

The flight director vertical bar is a roll command indication which moves left or right to indicate to the pilot which way to turn. The pilot then has to roll the aircraft in that direction until the FD bars are centred which will ensure that the aircraft maintains the desired trajectory, which in this case is to intercept and maintain the ILS localiser.

It's important to understand that the FD does not necessarily indicate the aircrafts position in relation to the localiser, that depends on relative aircraft position, heading and drift. For example if you were approaching the localiser of an easterly runway from the south west the localiser would be to your left but the FD would command a right turn to intercept it (see figures)!

Note: With VOR/LOC mode engaged the FD will give roll commands to intercept or maintain the localiser after it has been captured so the statement 'You must turn right to capture the localizer.' is incorrect.