The R71A has the computer interface built in but Icom always had options for a price. The first interface was the EX-309 parallel computer interface, version 4 (IC-IV); good luck finding any software to run that mode. Icom launched a newer computer interface, version 5 that most radios have now (IC-V) called the UX-14. If you can find that one then you can run it with most controller software. Although I don't have my R71A on a computer, I have a R7000 that has the IC-V interface and I'm controlling it with DXLab Commander and FLDIGI software so it should work with the R71A with the UX-14 installed.
If you really want a scope then get the RTL SDR dongle and get started with Software Defined Radio. I have several and
this one works well. I use SDRSharp and it's really amazing what this little dongle can do. Once you get it setup plug the "SCOPE" output to the antenna jack of the dongle, start SDRSharp and tune it to 70.4515 MHz (the first IF) and you will see 2 MHz of bandwidth of signal around the frequency the R71A is tuned to. I've never used a Panadapter or Panascope but I believe this is what they do only a lot cheaper with SDR. Live signals will show up as peaks on the spectrum and you can actually click on the peaks to listen to the signal. Experiment with WWV signals first to get the hang of it. Don't change the dongle frequency, just tune the R71A and you will always see a 2 MHz bandwidth of the tuned frequency. As I said, I'm using this setup on my R7000 but it should work as well with the R71A so long as you use the CI-V interface. On a related topic, you can use the
USB 2 Serial cable from Radio Shack to control the radio (i.e. you don't need the ICom CT-14 interface). I use this cable to program my Pro-163 and it works well with the CI-V radios using the mono adapter (not the stereo plug). All this will be a steep learning curve but I believe you will have a lot of fun exploring the capabilities of your gear.