The game is split in to 2 different ways to play. Either select the level you want to try, or start from the beggining and work your way up!
Starting from the bottom is a good way to start learning. Load the page, and it will immediatly start asking you words. Select the english transliteration that aligns with the word. After multiple of these, you will automatically be placed on level 2, where the letters get a bit trickier. Reach level 3, I'd say your doing pretty good with your letters. But here at level 4, you start having to do words. Reach level 5, you're really good at this!
Skipping to another level is more like for someone who wants to focus on a certain part of the words/letters. Click on the level selector and select your desired level.