Your reply was much appreciated. I watched an excellent Pico video that explained what I needed to do: http://www.picoscope.tv/general/spectrum-mode.htmlHowever, I have come to the conclusion that there is indeed something wrong with my PicoScope 3502B.
I followed the video and was able to set up a sweep, but it was of incorrect frequency and amplitude! I connected my scope's A channel lead to the generator port with a 10X probe. (I also tried it with the probe in series with a 0.1uf mylar cap.) Here is a photo:
Then, I set up the wave form generator as in the tutorial. The generator sweep frequency is set between 100KHz and 500KHz. Please observe that the wave displayed is sweeping at double the frequency (between 200KHz and 1MHz)! Also, the amplitude should be 1 volt and is instead arbitrarily jumping.Can you please confirm if my scope is defective or in need of alignment.
I really hope that there is still something I am doing wrong as opposed to the scope being defective.