It looks like you are running the Default Code v2.4, so you should have seen:
Code:
UART-W0006: Receive file has no data or failed to attach when UART receive mode Enabled.
UART-W0006: Receive file has no data or failed to attach when UART receive mode Enabled.
The most likely culprit is a missing _SIMULATOR compiler flag.
Double check in MPLAB
Project -> Build Options... -> Project
The MPLAB C18 tab.
_SIMULATOR should be listed under Macro Definitions
If it isn't, make sure the "Use Alternate Settings" box at the bottom is NOT clicked, then add the compiler flag by clicking on "Add..." by the Macro Definitions box and typing _SIMULATOR in the pop-up that appears.
Re-build everything, then try running the debugger again.