If you bought a scanner then there's a cheap and easy way of upgrading its reception capability - build or get a better antenna. The dinky whip antenna that's standard is rubbish since it's got to be very portable and needs to tune to a very large range of frequencies.
You can create a very simple dipole antenna which works magic with some pieces of household electricity wire, a simple connector and a length of RG-58 coaxial cable. This last is maybe the hardest to get. It was used (a decade or so ago) for "thin ethernet" so a computer shop or expert with a sense of nostalgia might have miles of the stuff lying around. Let me know if you need a detailed description.
On the other hand there are a lot of sites on the internet that give access to ATC from around the world, in good quality, so you might not want to bother.