Apart from the PORTB connection, pins 33 - 40 RB0 - RB7, the other connections in the schematic are irrelevant to the Proteus simulation.
As a matter of fact, the Vdd and Vss pins are not displayed by default.
Neither Vdd, Vss, or Oscillator (OSC1 and OSC2) pins must be connected to successfully simulate a design in Proteus.
The oscillator frequency must be set within a dialog box by right clicking the PIC block.
If you examine the pin numbers in the Proteus diagram they do correlate with the schematic pin numbers.
BigDog