COMMUTER FLT DOES NOT RECEIVE HDOF TO TWR. LANDS WITHOUT CLRNC.

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CLRED BY APCH CTLR FOR ILS 17 AT MCO. FO INTERCEPTED LOC AND GS AND PROCEEDED WITH APCH TO SUCCESSFUL LNDG. UPON TURNOFF THE CTLR SAYS TO CONTACT GND. AT THIS POINT CAPT REALIZES THAT WE NEVER CALLED TWR AND THAT WE WERE NEVER TOLD TO CALL TWR. CALLED GND AND WERE INSTRUCTED TO TAXI TO OUR GATE. NONE OF THE CTLRS SAID THERE WERE ANY PROBLEMS OR CONFLICTS. I WOULD HAVE NEVER EVEN KNOWN IF THE CAPT DIDN'T NOTICE HIMSELF. SOME OF THE REASONS FOR THIS HAPPENING ARE: FATIGUE - WE WERE BOTH TIRED. PRIOR TO THIS TRIP WE HAD JUST FINISHED A 3-DAY TRIP WHICH REQUIRED US TO WAKE UP AT XA00 AM 2 DAYS IN A ROW AND THEN WE HAD TO WAKE UP AT XB30 AM TO START THIS 1-DAY TRIP. SO FOR 4 DAYS A PERSON ONLY GETS ABOUT 24 HRS OF SLEEP. THIS IS BEARABLE THE FIRST 2 DAYS BUT BY THE FOURTH FORGET IT. THE SECOND REASONS COULD BE THAT WE AREN'T USED TO THE FREQS AT MCO. WE JUST STARTED GOING INTO MCO AND THIS WAS ONLY MY SECOND OR THIRD FLT INTO THE ARPT. LASTLY; I WAS CONCENTRATING ON FLYING THE AIRPLANE AND NEGLECTED TO REALIZE THAT WE WERE STILL ON APCH FREQ.