Before you start measuring harmonics, be aware you understand the Spur Free Dynamic rangeand avoid overloading the input, stay as low as possible, preferrably below -30dBm
Here are some example measurements of a 40MHz signal from various sources
First from a DDS
Second from a SI5351
And third from a ADF4351
The differences in harmonics and the aliases from the DDS are clearly visible.
These measurements are done with all settings on default, only the scan stop frequency is set to 250MHz.