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

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

To Begin, look over the exercise.  Then play the recording.  There will be a tonic chord playing the Do Mi and So 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.