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. This will be sung an octave lower than what is written.