Now that you have your shiny new SDR and antenna, its time to try it out and see what it can do. First, we'll start off running a graphical interface that allows you to tune it across its entire frequency range.
If you have a Mac or Linux computer, navigate to GQRX and follow the installation instructxions. If you have a windows computer (which I don't so I can't offer much advice here), there are several options for similar packages. One is CubicSDR which is available from the nooelec SDR download tab at the website above. There appear to be several other options based on google/youtube.
Basically these programs are plug-and-play. Simply connect the antenna on the coax end and plug the USB end into your computer, then start up the program. It should auto-configure but if you have problems, google is your friend and here is my gqrx I/O setting.
Unfortunately emergency services (police, ambulance, etc) has moved to a different "P25" format that we can't listen to using these tools but there are plenty of other signals as you scroll across the band. Many of these are digital, however, so you won't hear anything (but let me know if you find something). If you want to see an example of how the signals here can be decoded, google "dump1090" for airport tracking software (I'll demonstrate this next time we're back in class).