The Scout is an early-ages exploration unit, which becomes available with the technology Hunting. Civilizations starting with this technology will get a Scout unit instead of a Warrior. Scouts are also found in native villages (goody huts). They upgrade to Explorers after researching Compass.
Scouts will defend against enemy attacks but cannot attack on their own.
Use the Scout in the early game to find Civilizations in the Ancient era and to defend against barbarians or animals.
Smart application of a nation's military resources often means identifying the points that would benefit from it the most. The use of lightly armed but fleet of foot scouts to survey the situation can permit this effective application of might.