You must have a hunting license and check in with a conservation office before you begin tracking. The laws pertaining to tracking are so different around the state that you need to check to see if it is allowed in your area.
State Regulations: http://www.fgc.ca.gov/
United States:
Canada:
Green — Tracking allowed
Red — No Tracking allowed
Gray — Tracking allowed under certain circumstances or in certain areas of the state/province, but not all