Do you have the latest version v2.8?
Have you already purchased the scales? in Store it will show as 'installed'
Check again you have set Preferences>Transposing instrument to Bb - when you do this, the song showing should change key. Does this happen?
Then clicking on a measure should show the scales using those chords.

The key of the backing player will still be in the non-transposed key (concert key.)