Not all scanners need one, the reception will be alot clearer if you have one though. Check you have the right frequencies, and they are not locked out, then hit scan or its equivilant.
It's not a matter of the scanner "needing one," what really matters is your location, that is, how far away are you from what you are trying to receive? Also, what does the terrain look like between you and that location? VHF and UHF signals travel largely over line-of-sight paths (not completely, though), so if you have a large hill between you and an airport (or whatever you're trying to pick up), that can be a factor that works to your disadvantage.
It's all about increasing the signal pickup and lowering any man-made noise pickup you may be experiencing. That's where a better antenna, especially if mounted outside, comes in. This is called increasing the signal-to-noise ratio (S/N ratio). When you lower N and increase S, your ability to hear gets increasingly better.