Well, yes and no.
Originally Posted by MrJamesVagabond
To get the sound of the scale in your head, start and end on the root note when first practising.
If the root note is not on the top or bottom string, no matter: just work up or down from any root note to the highest or lowest note in the pattern, and come back and finish on the root (any of the roots).
Play the notes at random too, any order you like. Just check how the root sounds like a good note to finish any phrase on.
Now, this is only to hear the sound of the scale, and how the notes all relate to the root. The root should "sound like home".
When you actually use the scale in practice (I mean when improvising in music as opposed to practising scales), you can start and end anywhere you like. The scale will (in the simplest scenario) be used over a chord with the same root as the scale. The chord is giving you the sound of the root, so you don't have to underline it.
Eg, to solo over a G major chord, use a pattern for G major pentatonic (any pattern). (That's the patterns shown on the site you linked to: those red dots are all G notes.)
There are 5 different notes in each pattern (all of them repeated in 2 or 3 octaves), 3 of which are contained in the chord. Ie, a G chord contains the notes G B D, and the pent contains the notes G A B D E. A and E are not in the chord, but sound good played against the chord.
The missing notes (C and F#), although they are in the key of G major, may not sound too good against the chord: they can do, but need proper handling. This is why many people choose to improvise with pent scales, because almost anything you can play with them will sound good. It sounds like you know what you're doing, even if you don't!
As I say, this is the simplest scenario: one major chord, with the pent of the same name.
So what happens when you have a chord sequence, with more than one chord? And what happens if you have minor chords?
If the chord sequence is all major chords, you can play the major pent of each chord. If the chords aren't changing too fast, this should not be too difficult.
If you know all your major pent patterns, you should be able to use different pent scales in the same region of the neck - it's important not to jump around all over neck every time a chord changes. (It makes it difficult for you, and doesn't sound too good either.)
For example, let's say you have G and C chords. What that site calls the "1st position" pattern for G major pent is between 2nd and 5th fret. If you then take the "4th position" pattern and move that down so it's also between 2nd and 5th frets, you have a C major pent pattern (because those red dots will then mark C notes). And you'll notice that in fact the patterns are almost the same: there is only one note different: C major pent has a C note instead of a B, but the other 4 are the same. Here's the patterns with the notes labelled:
So you can see it's very easy to switch from one pent to the other. Remember you don't need to start and end on the root every time! And if you avoid the B or C notes, you could play the same phrases on both chords! (That's one soloing strategy that can be quite effective. There are others...)
G major pent (frets 2-5)
2 3 4 5
C major pent (frets 2-5)
2 3 4 5
Generally, the kind of chords that go together in sequences will have closely related pents. Eg, the other chord you'll probably find along with G and C is D. D major pent also has just one note different from G major pent: F# instead of G. Here's the pattern for D major pent between frets 2 and 5:
This is what that site calls the "3rd position" pattern, moved down 5 frets so the red dots line up with D notes.
D major pent (frets 2-5)
2 3 4 5
Of course, you don't have to play between frets 2 and 5! You can find patterns for all 3 major pents in roughly the same place wherever you are on the neck. You will, of course need to learn your fretboard to some extent in order to know where to place the patterns (where to find the root notes).
And I'm not touching here on what happens with minor chords... Each major pent pattern is also a minor pent pattern (if a different note is assigned the root role), and minor pents are extremely important for rock improvisation - although their use is not quite so theoretically straightforward as for major pents.