Okay, if you go here:
http://www.radioreference.com/modules.php?name=RR&sid=844
That is the entry for the state's Department of Public Safety system.
To listen to the local area goodies, you would want to set up your scanner for Site 8, the OKC Site. Different scanners program differently, and I'm a newbie at setting them up as well, so I can't help a whole lot there. But, in rough terms (at at least for a scanner like mine) you will pick a bank to program the trunked system into, do whatever key sequences you need to to begin programming the trunking system (including setting up the type), then enter all the frequencies listed for Site 8 one after another. (There are some scanners that let you enter only the control channels, but I entered all of them.)
You
could just enter the frequencies into normal memories, but then you'll have to lock out the control channels (or listen to digital hash), you may not be able to follow a call if it skips to another frequency in the middle, and especially with EMSA on there now even the voice channels will have lots of digital hash whenever an encrypted call is taking place. You also wouldn't get the talkgroup IDs, to know who it is.
Once you have set it up, it should scan the trunked system (mine shows "-----" when it's scanning a trunked system). Then, when it hears something that it can decode, it will show the talkgroup ID on the scanner and play the audio.
If you don't want to listen to just everything on the system, you can program in talkgroup IDs to skip or watch for - I haven't done that yet. Again, you'll need to have the manual to figure it out.
There are some things you just won't be able to hear. On the DPS system, the biggie is EMSA. They've encrypted everything (not just gone digital) so are unlistenable. And, as your other thread brought up, on the OKC system all public safety is ProVoice and unlistenable. But there are a LOT of the smaller communities around OKC that are on the DPS system, so there's plenty to listen to there most of the time.