Blues 1 Question

Near the end of Blues 1 (All in the timing tutorial).  I can't tell if I'm supposed to improvise or try to play what the instructor is playing.

Any insights much appreciated!

I'm assuming you mean this lesson.

https://www.guitartricks.com/lesson/14094

The idea is just to observe what Anders plays.  Make note of how he's using the ideas he has taught up to that point in the course.  To see how he's mixing and matching the basic ideas of changing and mixing rhythms, using the pentatonic scale in various places, using diads, targeting chords tones of the chord progression. 

In the intro he says he's going to play some licks for you just for fun.  And one of his points is to focus on the rhythms, "Try to listen to the rhythms instead of notes."

Hope that helps.