Getting MCLR error in Proteus on PIC18 in a really simple circuit
One obvious problem is that you don't have power connected to the processor.  You also left the PGM pin floating.

Since nothing is connected to the oscillator pins, you have to make sure the processor is configured to run from the internal oscillator.

Otherwise, a 10 k&Omega; pullup on MCLR to Vdd is fine.