This exercise is in the key of C.  We know this because there are no sharps or flats in the key signature.  

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

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 solfege words provided.