Hi, thank you for contacting JustAnswer.com. My name is Russell. I will do my best to provide the right answer to your question.
'Set the Scan device' means, configure, in the printer's settings, the device (/computer, usually) that the scan operation will send its results to. This usually involves setting a network path to a folder on the computer where the scanned file will be sent. Sometimes, with a USB cable connection, it simply means, 'USB' needs to be set.
'Set the fax device'... is a slight puzzle to me. But setup for a fax device is usually not complicated at all. First you have to connect a working phone line, obviously... to the 'line' port, not to the 'phone' port, which is intended for extension phone or answering machine -type devices working on the same line.
Let me know what the situation is, whether you have connected up a phone line to the Okidata machine, and I will advise you further as needed.