You bought a great radio. I would recommend using the import feature first, to get you started. Or, you can use the zipcode or state/county download option. Either way, it should get you started. If you want to build your own programming or modifying the existing list, you can. The help menu inside the software is easy to follow.
Good luck with your attempts at monitoring NXDN with the -800. You cannot monitor it or NEXEDGE directly with the scanner. However, you can use it in conjunction with DSD (Digital Speech Decoder). Here is the RadioReference wiki article on DSD:
http://wiki.radioreference.com/index...ftware_package)