Can't comment on the seek question. Except to say that the Remote can be used to directly input any desired frequency [or tune up/down] even if the front panel buttons won't.
Once set you can then save this frequency to any preset location.
The socket you refer to is for the Sony RMX4S "wired remote" aka "sony stalk control" on this board.
This Sony RMX4s is a simple device, that has 9 differently shaped/sized etc buttons on it, that you can use to control your Empeg "by feel".
The usual place is to install it on the steering stalk on your car [either left or right hand side will do], then wire it back to the Tuner. As the buttons are all diferently sized and shaped, you can use it without taking your eyes of the road [i.e. you can use it by feel only - which is why its so useful].
You tell your Empeg what side of the sterring wheel its mounted in Emplode under the options for the player - in the same "window" in Emplode where you set the Frequency for your Tuner to either Europe or US standard, there is a "Sony Stalk" tab you set the Stalk mounting side there.
The Empeg will automatically detect the stalk control during power up if the tuner is installed and the Stalk is present, there is nothing else to setup apart from telling the Empeg you have one.
The RMX4S is available from most car stereo shops that sell Sony equipment.
Also don't be tempted to buy other Sony Remotes [e.g. the RMX5S or RMX6S thinking they are better - they're not and won't work as these are regular "IR" remotes that the Empeg can't work with].