You don't have to buy one, though. It's not too hard to make your own binaural beat, and free software is widely available to do just that. The one that I used to make that little sample is an open-source program called Gnaural, available on the Sourceforge website. It's pretty easy to use, though it takes some practice before you can generate some of the really cool, more professional sounding beats. A binaural beat consists of two simple tones, and most people add that background pink noise. Nothing special.
Brainwave entrainment is a method which utilizes frequencies of the brain in order to bring about specific desired thoughts and behavior. In other words, brainwave entrainment is used to induce different brainwave states related to: enhanced focus, relaxation, sleep induction, meditation, etc. With the help of a specific stimulus, aural (audio), photic (visual) or the combination of the two, we naturally induce the brain to respond by synchronizing with the stimulus frequency; this is called the “frequency following response”. The assumption is that the human brain has a tendency to change its dominant Electroencephalography frequency (recording of electrical activity along the scalp) towards the frequency of a dominant external stimulus. This is why we also talk about “brainwave synchronization”.
Binaural beats are auditory brainstem responses which originate in the superior olivary nucleus of each hemisphere. They result from the interaction of two different auditory impulses, originating in opposite ears, below 1000 Hz and which differ in frequency between one and 30 Hz (Oster, 1973).For example, if a pure tone of 400 Hz is presented to the right ear and a pure tone of 410 Hz is presented simultaneously to the left ear, an amplitude modulated standing wave of 10 Hz, the difference between the two tones, is experienced as the two wave forms mesh in and out of phase within the superior olivary nuclei. This binaural beat is not heard in the ordinary sense of the word (the human range of hearing is from 20-20,000 Hz). It is perceived as an auditory beat and theoretically can be used to entrain specific neural rhythms through the frequency-following response (FFR)--the tendency for cortical potentials to entrain to or resonate at the frequency of an external stimulus. Thus, it is theoretically possible to utilize a specific binaural-beat frequency as a consciousness management technique to entrain a specific cortical rhythm.  
Cognitive behavioral therapy (CBT) is a type of therapeutic practice that has been proven to lower anxiety, stress and multiple disorders — including addiction, eating disorders, insomnia and depression. Knowing that at least 50 percent of the time experiencing a mental disorder is due mostly to chronic, untreated stress reactions, therapists use CBT to train all types of people to better react to situations that are stressful.
There are five main categories of brainwave frequencies: Gamma (40Hz+), Beta (13 – 40Hz), Alpha (7 – 13Hz), Theta (4 – 7Hz), and Delta (<4Hz). Each category is associated with a different state of mind; so, for example, when you’re in a peak state of performance, your brain produces Alpha Waves, and when you’re in a deep sleep, your brain produces Delta Waves.
Maya Mendoza is a published author of 3 personal development books. She has run an NLP / EFT Practice for 29 years helping clients transform problems into personal power. Maya is also a accomplished copywriter and well known Digital Marketing & Social Social Media Strategist - Specializing in Google+ for business. She was named "best marketing consultant" in Glasgow, UK in 2013.  
To get a full answer you should really get in touch with the owner of the app, because it does really depend on how their track is constructed and how they intend it to work. I have one 50-minute sleep track which takes you down into delta (http://www.mindamend.com/shop/sleeping-and-dreaming/sleep-induction-isochronic-tones/) and that is designed to just get you to sleep, so you just let play until the end. If you played that track on repeat it might make you jump and wake you up, as the track begins at a higher frequency. I have another 8-hour sleep track which is meant to be played all throughout the night (http://www.mindamend.com/shop/sleeping-and-dreaming/deep-sleep-8-hour-sleep-cycle/). So it does depend on the individual track you are using.

Beating can also be heard between notes that are near to, but not exactly, a harmonic interval, due to some harmonic of the first note beating with a harmonic of the second note. For example, in the case of perfect fifth, the third harmonic (i.e. second overtone) of the bass note beats with the second harmonic (first overtone) of the other note. As well as with out-of tune notes, this can also happen with some correctly tuned equal temperament intervals, because of the differences between them and the corresponding just intonation intervals: see Harmonic series (music)#Harmonics and tuning.
The phenomena of brainwave entrainment was first described in the scientific literature in 1973 by Gerald Oster in results published in an article in Scientific American entitled, “Auditory Beats in the Brain”. He showed that a specific brainwave could be induced when a person heard two separate, but closely related, sound frequencies, one in each ear. He discovered that when the frequencies heard by each ear differed by about 10 hertz, the brainwave pattern of the person hearing the sound would synchronize to the difference between the two frequencies. For example, if the person heard a 410 hertz sound in one ear and a 400 hertz sound in the other ear, their brainwaves would stabilize at the difference between the two, or 10 hertz. This technique is called binaural beats, and it is a fundamental principle of brainwave entrainment methods.

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Entrainment is a principle of physics which appears in biology, chemistry, neurology, medicine, astronomy etc. It is defined as the synchronization of two or more rhythmic cycles. In the seventeenth century, Dutch scientist Christian Huygens found out that by placing two unsynchronized clocks side by side on a wall, they would slowly synchronize to each other in a very accurate way. The clocks were the first example of spontaneous synchronization, a phenomenon found throughout nature from cells to the Solar System.
Cognitive behavioral therapy (CBT) is a type of therapeutic practice that has been proven to lower anxiety, stress and multiple disorders — including addiction, eating disorders, insomnia and depression. Knowing that at least 50 percent of the time experiencing a mental disorder is due mostly to chronic, untreated stress reactions, therapists use CBT to train all types of people to better react to situations that are stressful.
What are some common experiences or thought patterns that can cause the body to feel stress, including some that you might never have associated with stress before? Things like financial pressure, a lack of sleep, emotional problems in your relationships, overtraining or doing too much exercise, and even dieting can all send signals to the body that it’s under stress.
“Chronic stress,” however, is not so easily resolved. This type of stress is associated more commonly with negative health concerns. Chronic stress results when there are constant multiple stressors or major life stressors present (4). Money, work, and the economy were the most commonly reported factors contributing to chronic stress in the American Psychological Association’s (APA) 2011 Stress in America™ survey (3). Additional significant stressors include relationships, family responsibilities, family and personal health problems, job stability, and personal safety (3). Major events, such as the death of a loved one, divorce, and moving also can produce chronic stress.
That said, I use binaural beats and isochronic tones to help me get over some hurdles, or as a pre-game to meditation. It’s far easier to go deep once my mind is operating on a certain frequency, or at least feels like it. It’s also way easier to get to that point than fighting my thoughts at times. Think of binaural beats and isochronic tones as heavy ammunition that you don’t always need, but is great to have in your arsenal when you really need it.
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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