Playing off (sorry) what Rick said, imagine someone says "the next one's in F - 1, 4 and 5 chords."

Sometimes notes are flat (b) instead of sharp (#). (Somebuddy smarter than me cud eksplain why.) I've changed the little chart thingie to reflect that.
Here are the notes of the F scale:

  F  Gb G  Ab A  Bb B  C  Db D  Eb E  A
  1_____2_____3__4_____5_____6_____7__1

Look for 1, 4 and 5, and you'll see you need an F chord, Bb chord, and C chord.

Find an F chord. Look at the above, because its the F scale, and find what notes correspond to 1, 3 & 5.
F, A and C

Find the Bb chord. Slide the thingie down so "1" is on "Bb"

  F  Gb G  Ab A  Bb B  C  Db D  Eb E  F  Gb G  Ab A  Bb
                 1_____2_____3__4_____5_____6_____7__1

Gotcher Bb, D and F. That's the Bb chord.

C is a no brainer - I can use my fingers for this one: C, E, G.