Press Ctrl-a then : and then type
scrollback 10000
to get a 10000 line buffer, for example.
You can also set the default number of scrollback lines by adding
defscrollback 10000
to your ~/.screenrc
file.
To scroll (if your terminal doesn't allow you to by default), press Ctrl-a ESC and then scroll (with the usual Ctrl-f for next page or Ctrl-a for previous page, or just with your mouse wheel / two-fingers). To exit the scrolling mode, just press ESC.
Another tip: Ctrl-a i shows your current buffer setting.
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