With any scale you learn, it is important to know how each note relates to the root note or key note. Any note can be given a scale degree that shows its relation to the major scale of the same key, even if that note is not contained in the major scale itself.
For example, the C minor pentatonic scale only contains five notes, and it includes two flats which do not occur in the C major scale. However, the scale degrees of the C minor pentatonic scale are still named according to the C major scale.
Play through the C minor pentatonic scale several times, naming the scale degrees as you play each one. When you can do this from memory, move it up or down the fretboard (thus transposing it to other keys). Notice that the scale degrees remain the same regardless of where you play it.