406 MHz, not kHz. Tuning, in the way it's used in English, seems very unlikely to be what they meant. The devices only transmit on the emergency frequency and tuning the transmitter will not be a task for the user. In context, the description seems very clearly to be pointing out a failing; that the devices were not switched on before the ship went down. I have no idea what terms get used in Finnish to describe the act of making a radio begin to transmit, but it's pretty obvious that's what they mean.
In colloquial English we say "tuning in" to mean listening to some radio show, whether that means literally adjusting the frequency of the radio to receive the correct station or just switching the radio on.