A purist might complain that you can’t pronounce a phoneme as such (still less a symbol), but only one or other of the allophones that manifest the phoneme — for example the r in red is different from the r in tread and the r in dread, so that you can’t adequately illustrate them all with one single sound clip; but by now we are used to teachers of EFL wrongly calling phonetics ‘phonology’ and speech sounds ‘phonemes’. No matter.
When you click on the symbols, however, you find something more disturbing. Clicking on a vowel or diphthong symbol is fine: you hear the corresponding sound (though their ʌ sounds a little bit odd to me). But when you click on a consonant symbol, in some cases you get the corresponding sound, perhaps lengthened (true for ŋ, s, z, ʃ ʒ, tʃ and r, for which you get ɚ), but in other cases the corresponding sound plus schwa, thus pə, bə, tə, də, kə, ɡə, mə, nə, fə, və, θə, ðə, dʒə, lə, jə, wə.
It is particularly confusing to treat different nasals differently, nə but ŋː, different liquids differently, and different affricates differently.
No one should be taught that the w in well, for example, is pronounced wə, because that would make it wəel.
It’s the usual problem: people making pronunciation practice materials don’t get advice from a phonetician, but imagine that every native speaker is an ipso facto expert.
Remember, when it’s language, people never check. They never call a linguist. They just make stuff up.
Anyhow, we mustn’t complain too forcefully, seeing that the site is free and also contains jolly games such as ‘Phonemic Hangman’ and ‘Phonetic Pelmanism’.