I have received an anonymous post from someone who has bought a radio scanner for their son but cannot receive anything. You have not stated what radio you have but in any case, please remember that the civil airband is found between 118.0MHz to 136.975MHz and the military airband is between 225.0MHz to 400.0MHz. All signals are AM NOT FM and tuning steps are 25Khz (just one UK frequency on the new 8.33KHz steps at the moment which is 'sector 1' on 132.840MHz).
Perhaps you could let us know whereabouts in the UK you are and I can give you a better idea of what to listen out for and on what frequencies. If you are having problems actually getting the radio set up on airband then let us know what radio you have and we can help you further, thanks. Mark.