Depends. Different people do diiferent ways. I personally believe that there are three ways;
1) Pick it up just behind the sting - Adv. quick and easy Disadv. Hurts the scorpion and can possibly damage it's main nerve centre type thing.
2) Place your hand down on the substrate and lead it onto your hand with something else either making it walk forwards or backwards. Adv. Does next to no harm to the scorp Disadv. Can stress scorp due to the usual amount of time it takes to do it. Also it adds risk to getting stung or pinched, but it's an emp so it probably wouldn't try tto sting anyway unless majorly provoked, or unless it is an exeptionally aggressive individual.
3) Lead it into a cup and then slowly tip the cup onto your hand, obviously being careful that you don't just tip the scorpion out.
But i must advise you not to handle scorpions as it can decrease their life span and or cause stress which will probably lead to problems later.
I also understand that because you are new to the hobby, handling a scorp gives quite a thrill, but try to minimize the amount of handling that you do.
Hope this helps.