As this is posted to the UK section.
Weather channels are probably not relevant.
The UK Police use an encrypted trunked system so if the receiver detects the sign it won't be able to reolve it to anything you'd understand.
To establish if it 'works', turn the squelch to zero, turn the volume to about 1/3, ensure the ATT switch is to the left (as seen from the back) then tune to something like Radio 1 or Radio 2 on the Broadcast FM Band. If you can't pick those up at all then there is almost certainly something wrong with the receiver.
If you aren't in the UK then a different section would likley be a better place for your queries but the idea of using a strong broadcast FM station stands.