GEM codes

I have a 2001 F250 7.3 diesel and am having problems with the four-wheel drive -- its not engaging at the hubs. I just had transmission work, so I
suspect there's loose vacuum lines and/or wires. I'm reading the service manual and it says to connect the NGS (star tester) to get GEM fault codes, if any. Is it possible to get these GEM codes by using a $120 scanner from advance auto? I'm looking at buying this: . I'm not sure if this will give me GEM codes?
Any help is GREATLY appreciated.

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