From the main menu, go to "Single Player" then from there hit the right directional button until you are at the Free Ride tracks. Then just pick which place you want to ride at. To see what the challenges are pause the game then hit Square (PS3), or X (X360) and it will show a list of the challenges possible to achieve. Most of the challenges have tiers of bronze, silver, and gold. The first goal of the challenge is for a bronze medal, then silver, then gold.