Ear Trainer will drill you in the skill of recognizing musical pitch intervals, a vital foundation of musicianship. A random interval will be sounded, and you must identify and indicate it correctly by name to proceed. (You can educate yourself regarding the intervals and their relationships, names and symbols from Ear Trainer's Menu option "Theory".)
You may select which intervals you are to be drilled in from the Menu option "Interval Selection". It's recommended that you try to begin with only the intervals that you can already identify, then slowly add more intervals one at a time as your skill advances to allow it. Further ear training instructions will be found from Ear Trainer's Menu option "Theory", especially the last three sections there.