He did after the death of Jock Stein, to whom he was second in command. I believe he was manager during the 1986 World Cup but left for the Man U job afterwards. Managing Scotland comes a long way behind being in charge of a top league club, and the same goes for England too. Both are jobs for middling men outside the top bracket or people nearing the end of their careers.
Fergie was the Scotland manager during the 1986 world cup, as you say. Apparently he didn't include Alan (Captain Scarlet) Hansen in the squad.
I remember because sometime afterwards, before Manyoo starting winning things, one of my LFC supporting mates was saying what a lousy manager Fergie was, and in support of this assertion he quoted some journo who said that Utd would never get anywhere with him because any manager who could call on the services of Alan Hansen but failed to do so had to be a loser. When Utd started winning everything, it used to give me great amusement watching him, and most other followers of the Libpewl Football Cult seething at Fergie's success......and they call us bitter blues, oh the irony