The conservatory exercise: hear something once and write it down. A melody comes back as scale degrees, a rhythm as note values. Replay as often as you like, then get it marked note by note.
Every other ear-training exercise asks you to recognise something and pick it from a list. Dictation asks you to reproduce it from nothing. That is a much harder thing, and it is the one conservatories actually examine, because it proves you are holding music in your head rather than pattern-matching a sound you have just heard.
This trainer plays a short phrase in a key and asks for it back as scale degrees — 1 for the tonic, 5 for the dominant, and so on. That is deliberate. A phrase heard as 1 – 2 – 3 – 2 – 1 is the same phrase in every key and on every instrument, so the work transfers immediately. Heard as C–D–E–D–C it only ever works in C. Solfège and the number system exist for exactly this reason.
Listen to the whole phrase before writing anything. Find the last note first — it is almost always the tonic, and it anchors the rest. Then get the shape: where it steps, where it leaps, where it turns around. Sing it back to yourself before committing. Only then write. Guessing note by note from the start is the slowest way to do this and the way most people fail.
In rhythmic dictation you hear a bar and build it from note values. Count the pulse out loud while it plays and mark where each attack falls relative to the beat. The running meter under your answer shows how much of the bar you have filled, so an answer that does not add up is obvious before you submit it. Start with quarters and eighths; add dotted rhythms and sixteenths only when the simple ones are automatic.
Dictation is the top of the ear-training ladder, not the start of it. If it feels impossible, drop back to the Interval Ear Trainer and the Chord & Scale Ear Trainer, and get the Rhythm Trainer solid first. The full sequence — thirty guides from matching pitch to transcribing an arrangement — is the Ear Training path.