In Sentinel, you need to do two things in the Favorites List Editor.
One is turn Priority ID Scan On, which is in the System Options tab. The second is to "flag" or mark each talkgroup that you want to be a Priority by setting P-Ch to On (far right column for the channel row in the department area).
Just on chance you may not know (guessing by number of posts you may be a somewhat newer user), Priority scanning in trunked systems is a little different than with conventional systems. With P25 systems, priority only "happens" when the scanner is monitoring the control channel - it does not preempt any on-going transmissions to check for traffic on priority channels. So it is kind of hard to tell when Priority Scanning is happening in a trunked system.