Final answer:
An organization scanning the market for managed security services should release a Request for Proposal (RFP) to prospective vendors as a first step, which allows vendors to understand and respond with their proposals appropriately.
Step-by-step explanation:
The organization should release a Request for Proposal (RFP) to the prospective vendors in the first step of the process. An RFP is a document that outlines the project's scope, guidelines, and criteria for selection, allowing vendors to submit proposals that demonstrate how they can meet the organization's needs for managed security services and EDR capability. Other documents such as NDAs (Non-Disclosure Agreements) may be utilized as part of the process to protect sensitive information, but the RFP is the key document that kicks off the vendor selection process.