Yes, here is a guide to follow
A short 'Getting Started' guide for your NESDR
www.nooelec.com
Currently sdr++ is the most user friendly
Get the nightly build
SDR++ The bloat-free SDR receiver
www.sdrpp.org
It you want to dive in to a more elaborate software sdr console
SDR Console - Download, configure, and start using the program for software defined radio. Explore the features and services offered by SDR-Radio.com Ltd.
www.sdr-radio.com
Site with loads of info, identifying signals, software to decode, ect
This wiki is intended to help identify radio signals through example sounds and waterfall images. Most signals are received and recorded using a software defined radio such as the RTL-SDR, Airspy, SDRPlay, HackRF, BladeRF, Funcube Dongle, USRP and other devices.
www.sigidwiki.com