Could you check if the statements to set the temperature are included in a g-code file you use ?
Look for these using notepad++ or just notepad to look into the file. They should be in the beginning after the comments S3D inserts.
M104 S250 T0
M109 S250 T0
Where M140 and M190 are for the bed and M104, M109 are for the extruder.
Sxxx is temperature.
I think from the behaviour you mention, that the M109 and M190 commands aren't there.
These are used to set the temperature and then wait until setpoint is reached before continuing.
Possible (only) cause in S3D unchecked box here :