>>812201That's a scanner, it doesn't have the circuits for transmission. Only thing "illegal" you can do with it is (try to) break encryption.
The manual tells you how to program channels and has a section on "bank" operation. Select a bank, program in frequencies, and start scanning.
That scanner won't be much help since almost every jurisdiction now has moved to P25 digital. Those that are still on analog are usually trunked.
Smaller/volunteer districts still use analog equipment, most still maintain an analog channel/freq pair for legacy equipment like narc/lock boxes and for interop.
Another option for scanning is a SDR receiver. This is just the receiver part of a radio, that plugs into your computer. Software on the computer is what's doing the decoding... which makes cheap hardware very powerful.