Once you've carried out a scan, pressing the 'Scroll Up' or 'Scroll Down' buttons should display the available station names. However (if your DAB radio works in the same way that most seem to) you won't hear a station simply because its name is displayed on the screen. You then need to press 'Select'. (That's how it's labelled on most DAB radios but it looks like its the 'Confirm and pause' button on your radio, which is marked with a single arrowhead and two vertical lines).
Once you can hear a station playing you can then use the 'Pre' button to store it into memory.