We currently offer a massive range of downloads for FSX, as well as older flight simulator add-ons for the ever-popular FS2004, FS2002, CFS3 and now becoming ever popular with dediced virtual aviators is Laminar Research's X-Plane series.
With exception to only a few planes, afterburners are generated by effects files as mentioned above (look for something like flankerburner.fx in your downloaded aircraft files). They would then need to be copied into your main Effects folder in FSX to display. There are however some older aircraft (that probably wouldn't work in FSX) that have afterburners created as "parts" that show up when the engine rpm's get to a certain level. Again the latter is uncommon these days, as the effects files give a superior rendition in comparison.
You might try the following keys to engage afterburner; Shift+F4, and O (the latter toggles strobes, to which many afterburner effects are assigned).