Scales are tone groups or sets. They are typically used for training and learning what tones work together for any given situation. The tones in scales can be derived in a number of ways; the most common method or starting point is the creation of the Major scale [see this theory lesson].
The term scale generally relates to playing a series of single pitches in alphabetical order, ascending and descending. They can be played in different alpha orders and can still be called scales.