You have not yet been cleared for the approach, but you are being vectored to the ILS approach course. It is clear that you will pass through the localizer course unless you take action. You should

Explanation

AIM 5-4-3 says that if crossing the final approach course is imminent and you have not been told you will be vectored across it, you should query the controller; you are not expected to turn inbound unless an approach clearance has been issued. Without a clearance you may neither join the localizer on your own nor fly a procedure turn, so you keep the assigned heading and ask.