The UV-5R is terrible as a scanner. It scans at about 3 channels per second which might sound fast but trust me it’s not. I own 4 UV-5R’s and several old Realistic analog scanners and decided against the scan function the first time I tried it. Instead I use the 5R’s to monitor the dispatch frequencies and use the much more performant scanners to scan the tactical channels.
Anyway… Use the simplex programming instructions here to program your local analog police frequencies https://w7apk.com/baofeng and/or print out the cheat sheet http://www.multnomahares.org/wp-content/uploads/2015/04/BAOFENG-UV-5R-MJS-2.pdf
After that’s done, make sure your’e in memory mode (use the orange VFO/MR button to switch modes) and hold down the */SCAN button until scanning starts.