GEM codes

Hello,

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:

Thanks.