Brain wave entrainment is a real phenomenon and is useful as one method of investigating how the brain works. But there is no evidence, nor any theoretical basis, for any long lasting effect on brain function or that there is any benefit of any kind. Despite this, there is a huge industry of devices that claim to train your brain waves and have a beneficial effect. I wouldn’t waste a dime on any such device.
As to the second question raised in the above paragraph, audio with embedded binaural beats alters the electrochemical environment of the brain. This allows mind-consciousness to have different experiences. When the brain is entrained to lower frequencies and awareness is maintained, a unique state of consciousness emerges. This state is often referred to as hypnogogia "mind awake/body asleep."  

When you play a tone with a slightly different frequency into your left and right ear — say, 200 hertz (Hz) in one and 210 Hz in the other — they travel separately to your inferior colliculus, the part of your brain that gathers auditory input. There, the tones “squelch” together into a so-called “beat” at a perceived new frequency. (In this case, it would be 10 Hz.)
Other than that the experience of those brainwave states is no different. Once we achieve a particular brainwave state using entrainment there is one significant difference to the experience and that is that we are usually still at a high level of consciousness. We’re not (hopefully) zoned out as we are when daydreaming or unconscious as we are when we’re sleeping. We maintain awareness and therefore we get to consciously experience what those brainwave states feel like in some detail.
Stress levels and a proper diet are closely related. When we’re overwhelmed, we often forget to eat well and resort to using sugary, fatty snack foods as a pick-me-up. Try to avoid sugary snacks and plan ahead. Fruits and vegetables are always good, and fish with high levels of omega-3 fatty acids have been shown to reduce the symptoms of stress. A tuna sandwich really is brain food.

Our products are gluten and dairy free. Most of our products are also free of soy and corn. The exception would be any formulas that contain cornsilk, including UTI Urinary, Growing Pains for Kids, Herbal Cal, and Kidney Strengthener. Catnip Oil Bug Spray contains soybean oil. Our Ear-Be-Well Ear Oil, Oh Baby! Oil, and Pregnant Belly Oil do contain almond oil.
So, what we’re doing is combining these two parts, the awakening of complete stillness and deep relaxation with the rhythmic sounds, and embedding all frequencies within the music from right at the upper limits of human hearing to the lower limits. There is multi-level entrainment within Journey—I’ve layered in everything I know about audio brainwave entrainment into this track. 

Entrainment is a term originally derived from complex systems theory, and denotes the way that two or more independent, autonomous oscillators with differing rhythms or frequencies, when situated in a context and at a proximity where they can interact for long enough, influence each other mutually, to a degree dependent on coupling force, such that they adjust until both oscillate with the same frequency. Examples include the mechanical entrainment or cyclic synchronization of two electric clothes dryers placed in close proximity, and the biological entrainment evident in the synchronized illumination of fireflies.[13]
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