When you buy a new BC125AT, there are NO frequencies programmed into the scanner, thus the scanner will show Scan Mode - Nothing to Scan when powered up. The scanner by default, locks all empty channels and empty banks, thus there is nothing to scan since there are no frequencies programmed into the scanner.
The first thing you have to do is program something into the scanner. For example, you might want to put an airplane frequency such as 119.100 in channel 1. Page 37 shows you how to do that. Then you might want to put a police frequency such as 155.500 in channel 2.
At that point BANK 1 will be unlocked and your scanner should scan channel 1 and channel 2.
Bank 1 holds channels 1 thru 50
Bank 2 holds channels 51 thru 100
Bank 3 holds channels 101 thru 150
....
Bank 10 holds channels 451 thru 500
Thus to put a frequency in Bank 2, you have to store the frequency in a channel between 51 and 100.
If you have some frequencies in Bank 1 and some frequencies in Bank 2, then you can turn either bank on or both on.
What you are seeing Scan Mode - Nothing to Scan is frustrating to most new user, so hang in there and just store a few frequencies in the scanner.
You will also get that message if you turn off all banks after you have programmed the scanner.