Welcome
And thanks for being so vague, first we need to know where you are to give you information pertinent to your location, easiest by far is hooking up scanner to windows/PC with software free or otherwise, then look in database for your area, try conventional (non trunked systems first ie , taxis , buses, airplanes trains etc, then move onto trunking after a few days, read user manual's , read & read some more.
As long as you are in range of a major metropolis , you should be able to hear something , if you are further away in a rural setting, you will need an antenna (outdoors) more suitable for picking up from afar.
gone are the days of memory channels 1-100 etc, program in first freq etc, there is undeniably a huge learning curve on this scanner, but alas you should not be lost, we can help you just gotta give us more info.
Persevere you will win !