Is there as way to verify a spectrum analyzer setup?
You should bring it to a calibration lab.
If you want to do it your self you need an RF signal generator and a coax cable.
Before you begin you need to measure the insertion loss of the cable.
It's not difficult but you have to read articles.
For real pre-compliance EMC tests I suggest you to spend 80 bucks an hour and go to a certified lab.
You'll learn a lot of things.