There are a few quick ways to tell if your setup is working properly. Nothing beats getting some useful weather data while you're at it. To get started, head over to https://www.weather.gov/nwr/ for information on the service and the common frequencies used. The "Coverage" tab can be used to drill down to a local station frequency.
To get started, find your "Modulation Selector" in the upper left side of the display. NOAA broadcasts in Narrow Band FM or NBFM, so go ahead and select that.
In the Tuning Bar, enter your nearest NOAA station. For me, that is 162.425.155 and your's will be in that neighborhood too.
Of course, make sure your device is started/stopped.