Aural: This is about being able to hear and repeat melody, rhythm, dynamics, articulation and tempo. Here are some examples of the type of thing you will be asked to do in exams.
Melody: hear a melody and sing it back to the examiner.
Rhythm: clap the pulse or rythm of the music and be able to tell how many beats there are in a bar.
Dynamics: where was the music loudest/softest. Did it get louder or softer suddenly of gradually?
Tempo: was the music the same speed throughout or did it change?
The exam boards (ABRSM and Trinity Guildhall) as well as others, publish material to help you learn and practice the requirements for the aural tests in instrumental exams. Ask your local music shop or look online.
Music theory and aural training Free downloadable or online theory and aural training software. You can also use it to print manuscript paper and there is even a matrix generator for GCSE and A level music students who are studying serialist music!