Sure, but how to do this?
Ok, you are wrong. We now trying to find ANYTHING looking artificial (unnatural). This could be radio emission, light emission, infrared emission, or anything other we could detect.
Just radio emission is not enough to prove something artificial. For example, Jupiter have very powerful radio emissions, you could receive them by ordinary radio receiver.
But radio emissions are most comfortable to work with, that's why PRIVATE persons invest to this.
True but at the same time we would have to be looking for it but we're currently mostly concentrating on radio signals.