Where are you located as this can have a large bearing on reception.
The receiver should auto tune to the correct frequency, when its got some data the yellow "radar" icon will turn to a solid Green disk and any incidents on your route will be displayed on the traffic bar on the right side of the display.
I don't think you are using the latest software for your device as the yellow "radar" icon was replaced by a different symbol in the later software release, to find out what you have installed to the device tap the sat strength meter (lower right corner) followed by the version box, the resulatant screen will off lots of information, what is the software (navcore) version.
For an out of date guide on how this system used to work (and most of it applies to the version you have got with the spinning yellow disk) have a read of
This which I wrote a couple of years ago, it will give you a clue about what the device should do with a receiver onnected - Mike