Scouts (and their dogs) are used primarily for exploration in the early game, and are highly recommended as one of the first things to build because of how important your surrounding terrain is. While not helpless, they are relatively weak, so they should generally try to avoid battle. Scouts will gain experience whenever they visit a tribal village or discover a natural wonder.
Note that, unlike the Scout in Civilization V, who started with an inherent promotion allowing him to ignore all terrain penalties, the movement of the Scout in Civilization VI is not that great when he's a rookie. Yes, he has 3 MPs, but with the new movement rules that doesn't help him much in dense woods/rainforests or hilly areas. However, the very first promotion he can acquire allows him to move faster through certain types of terrain, and here is the crux: you have to choose wisely what his first promotion will be! Depending on your choice, his movement may be boosted considerably, or not. Also, when crossing a River, the Scout is subject to the same movement rules as other units.
Historical Context Edit
Over the centuries many people have been termed "scouts" (including teenagers in neat uniforms camping out and earning "merit badges"). But fleet-footed warriors adept at wandering the wilderness and spying on the enemy have existed since the days of hunter-gathers. These "specialists" were the eyes and ears of early civilizations, spreading out from settlements, exploring new lands, and seeking the enemy. In time, they became ever more specialized, and are an inherent and vital part - even today - of any military formation. Knowing where the opponent is and what he is up to is still vital to avoid getting slaughtered.