Where do I get the scanner?

You need to buy Codex Scanners from the market, and then you equip them in your gear menu/wheel. Then when you see something like that, you press Q to bring up the gear wheel, select the scan, and then use it to scan.

Alternately, get yourself a Helios companion (you will still need to buy Codex scanners) and it will autoscan things for you.

After you reach Mastery Rank 3, you can also visit Cephalon Simaris on any relay. There you can buy Synthesis Scanner charges that work in a similar way to the codex scanner, but are more expensive per charge. After earning enough standing with Cephalon Simaris by scanning things and performing a daily quest, you can purchase a scanner upgrade, the Sol-Battery widget, which provides infinite charges to allow you to scan all the things.