Vulnerability scanning tools work in two ways. One is probing the software on a device for common and known bugs or errors to see if any of the apps are vulnerable (such as open ports that are not strictly necessary). The other way is to use third-party sources and databases of reported software vulnerabilities and check the software on a device against it.
Some tools may use a combination of both of these methods, but either way, sufficient threat intelligence data is needed for a vulnerability detection tool to work properly. Keep in mind that vulnerability scanners usually only check the apps on your device — they won’t reveal web application vulnerabilities. Web applications are managed externally and cannot be patched manually by the user.