Fundamental to excellent ear-training (read: brain-training) is a system for understanding the relationship of a note in the key. There are several popular systems: numbers, movable-do solfège, and fixed-do solfège are among the most common.
Solfège scales can be a tremendously helpful practice and should be completed regularly in as many tonalities as possible.
Bonus: Mastery of scales is essential for vocal runs in contemporary commercial music.
Like with most exercises, accuracy is the number one priority while practicing scales. Complete the key center exercise and then practice the exercise several times until you are comfortable with it, utilizing the audio files during and after as needed.
Pay special attention to the chromatic solfège as you progress through the various scales. Raised and lowered scale degrees have been used as appropriate to provide practice with sharp and flat chromatic modifications.
Tonic and Dominant drones are used to provide harmonic context throughout the scales.
Happy Practicing!