The MPSCS is a huge system. Importing something that large, then sorting through all the data to effectively listen to what you want to listen to can be a challenge, especially if you are just getting starting.
There is no harm in trying a few different ways to import things. Take notes along the way to help you learn how the scanner works when importing and organizing those imports. I'm not very experienced with the Uniden platform, but I presume you can do an import based on city, county, zip code, or select your own method. Maybe try a zip code type import to see what the radio imports and get a sense of how it works, and you can slowly zero in on how you exactly want to set your radio up. The biggest thing (it was for me anyways) is to not get frustrated! it sometimes felt like nothing ever worked how I wanted it to, so it took some trial and error, but it is very enjoyable to monitor once you start to get a handle on things. There are lots of people on here, much more knowledgeable than me, that hopefully will chime in. There is tons of information and help available on here.