Omar's right about the red dots with the R in them, they are the root notes of the scale. You'd play the scale from the lowest root all the way up and back down the scale shape as Omar says above.
What's probably on your mind is the other red dots, that appear in the MTMS pdf. These along with the root note give the chord tones. So if you just play the red notes (plain and root) and you're playing the E shaped pattern G scale with the root on the 3rd fret of the 6th string, you'd be picking the notes of the G major chord.
Look closely at the red dots. What shape do you see ? An E shaped barre chord at the 3rf fret. There you go G major barre chord. Same goes for the other shapes.
There a section in Lesson 2 - part 8 ? - where Justin cover this.