This is late, but hopefully still helpful. The first exercise he is using the G major / E minor scale with three notes per string. So using triplets to get through the scale. Look up the Gmaj scale if you need a visual. The second exercise is the same scale, but focusing on the e minor pentatonic scale instead of the full scale. That starts on the 12th fret. The third exercise looks like the a minor harmonic scale. If this scale is foreign to you, then I would tackle it last. To get the scale shape, you can take the A minor scale minus the flat 7. So instead of a G note before the A note, it'd be a G#. Everything else is the same.
Hopefully this helps! Let me know if you have follow up questions!