Most of the newest crop of scanners have SD cards and record activity to SD cards in standard formats that can be played back on the scanner or moved to a PC and replayed there.
All scanners have a headphone output for recording, but only some have the ability to turn on/off a tape recorder, or external voice recorder.
The third method, using PC software, and a connected scanner. The capabilities depend on the scanner, software, and how they work together.
The simplest and most reliable though, is to just get a scanner that can record internally to itself on SD card.
Mark
536/436/WS1095/HP1/HP2/996T/996XT/996P2/396XT/325P2/PSR800/15X/others