This exercise is in the key of F.  We know this because there is one flat in the key signature. 

"Do" is on the note F because the music is in the key of F.

To Begin, look over the exercise. 

Then play the recording.  There will be a broken chord playing the Do, Mi, So and top Do pitches followed by the starting note. 

Then, sing along with the recording using the Do Re Mi (solfege) words provided. 

Each solfege syllable represents a pitch.