I assume you are referring to the Radio Shack PRO 2040 scanner (It isn't clear from your post). I am also not sure where or what "AEP" is.
All that aside, you are correct; the PRO 2040 is not capable of follow a trunked system. Therefore, you can not follow a
trunked conversation. You can, as you have already discovered, program the trunked frequencies in the scanner and then follow some transmissions in the
conventional mode.
To clarify, pick out a conversation (for example from your local PD). Then try to follow every transmission of that conversation. You will find that you have to continually hit 'scan' and even then, you will miss parts of the conversation; and you will wonder if the transmission you are hearing is related to the one you are interested in or not.
AEP is supposedly trunked according to the database for my county(YO for svc),I thought a 2040 can't do trunking since it's old? I can pick up both conversations at times despite annoying noise some of the time(I programmed it into the scanner just to see if I could pick up AEP). If I'm mistaken on this let me know,it's a 854. frequency btw.