INSTRUCTOR WITH INST STUDENT MAKES APCH WITHOUT CLRNC.

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ON AN IFR TRAINING FLT FROM BARDSTOWN; KY; TO CROSSVILLE; TN; TO BOWLING GREEN; KY; TO BARDSTOWN; KY -- WITH PRACTICE APCHS AT CSV AND BWG. APPROX 20 MI SE OF BWG ASSIGNED ALT 4000 FT. ZME INSTRUCTIONS WERE TO MAINTAIN 5000 FT AFTER BWG. UPON ARR AT IAF BWG; I BEGAN AN OUTBOUND TURN AND DSCNT FOR VOR RWY 3. AT THIS POINT CTR QUESTIONED ME ABOUT ALT; AND MY INTENTIONS AND INFORMED ME I HAD STARTED AN INST APCH WITHOUT A CLRNC TO DO SO. AT THAT TIME CLRED ME FOR THE VOR RWY 3 APCH AT BWG. UPON EXECUTING THE MISSED APCH AND MANEUVERING TO AVOID VFR TFC (1 ON FINAL FOR RWY 3 TOUCH AND GO; 1 DEPARTING RWY 3; AND 1 TRANSITIONING THE TFC PATTERN N TO S AT MY ALT). I REQUESTED A CLB ON COURSE; DIRECT TO EWO. THE CTR CTLR WAS; OR SEEMED TO BE; CONFUSED TO WHAT WAS HAPPENING OR MISINFORMED; OR DID NOT UNDERSTAND MY REQUEST. THE FLT CONTINUED TO DEST WITHOUT PROB. I UNDERSTAND AND AM AWARE AFTER THE FACT THAT I FAILED TO REQUEST AN APCH AT BWG AND OBTAIN A CLRNC. BETTER COMS WOULD HAVE PREVENTED THE PROB.