To be able to use scale in ArcMap in a proper way you need to have a projection or to tell the programme the unit for the reference system if you use a plane projection.

Projection and units can be changed if you rigth click att Layers in the Table Of Contents and choose Properties…'. The projection is changed at the page Coordinate System and the unit can be set in the page General in the box Units. The most common unit is Meters.

To scoll the mouse wheel is probably the most common way to zoom in and zoom out in the map. In the Standard Toolbar you can see the current scale (in the format 1:1000, 1:10000, 1:24000, etc.).