So on the 106 do you have to be in sky warn mode for it to track the codes and such or does it follow it behind what you are scanning?
SkyWarn (the Func-Wx button feature) is not a "mode" for the radio. SkyWarn is simply another scanlist (#22) which is intended as a convenient place for SkyWarn (or any other) frequencies to be placed, much like Favorites (the FAV button feature), which is scanlist #21.
The SAME codes are not "tracked" unless the radio is in "SAME-standby" mode or in "Weather-alert" mode. They do not track, or sound the radio's alerting-beeps, if the radio is in any other mode, like normal scan mode.
When the radio is in Weather-alert or SAME-standby mode, and gets activated by the NWS weather-alert signal, the radio will make all kinds of loud beeping noise and blink the LED with several colors.
More info about the Weather-alert and SAME-standby modes can be found in this section of the easier-to-read manual:
Using Weather modes
Hope this helps,