Are you trying to detect anything that is not a background noise, or are you trying to detect certain man-made signals which you have some knowledge? The approach will be different. If the former, your test will be for the presence of background noise only. In the latter, your test will be for presence of one of however many types of signals you seek.
If the former, the test is simple. You gather enough background noise for various frequency bands and times of day, perhaps for various geomagnetic and ionospheric conditions, and make models for each condition. Set appropriate threshold. The test will be fairly weak.
If you can make certain signal models for the signals of interest, for example, the approximate bandwidth, modulation envelope spectrum, higher-order moments, etc. factor those in the model. You also need the background noise model. Then you can set up a generalized likelihood ratio test and set appropriate thresholds. If you are more interested in classifier rather than detection, you can use algorithms appropriate for classification. (GLRT is ok for classification but not the best.)
As you might imagine, such a detector's performance depends on the signal models (in this case, the model takes the form of joint/conditional probability density functions). You want to gather as much info about the noise as well as the target signals to build into the models. The model dimension must be appropriately selected to prevent sparsely specified or overfitting models.