EZ-Scan is not very intuitive IMO.
It's a major pain in the behind to import anything from the RRDB or from the "library" (the GRE copy of the DB), having to click on various "next" and "back" buttons repeatedly. Win500 and/or FreeSCAN do it much better for their respective scanner models.
Once you've done the importing, manipulating the data you've put in the scanner might become easier if you go to the "Advanced" menu and set the first three items on that menu (Show Conventional, Show Trunked, Show Advanced) to on (with a checkmark beside them). At that point, on the bottom of the program's window, you will see a few more tabs appear. I find it much easier to work in the Conventional and Trunked tabs than elsewhere in the program.
As detroit780 said, if you have "Nothing to scan" listed, you don't have any scanlists active. Each "object" (conventional frequency or trunk talkgroup) you want to scan has to be in a scanlist, and in order to have that scanlist scanned, you need to make it active.
In EZ-Scan, if you've turned on the advanced bits I mentioned above, look in "Conventional Frequencies" and "Trunked Radio Systems" and make sure the items you want to scan have scanlists set. In the Conventional tab, it's the right-most column in each row, and in the Trunked tab, select a system from the list at top, then select the talkgroups tab from the list below that, and the scanlists will be the right-most column in each row. Then, once you have set a scanlist for everything, go back to the "General Settings" tab and make sure that at least one of the scanlists in the middle of the screen has the "Enabled" box checked (darkened). Upload all that back to the scanner (use the first item in the "Scanner/SD Card" menu) and you should be scanning.