A punctuation mark is typed straight after the word, with no space. Only an opening bracket and an opening quotation mark are written together with the following word. That is why the hand types the letter and the mark in one sweep, and only then the space.
home, time: well-known
The comma and the full stop live in the bottom row, in the columns of the right middle and ring fingers, and need no Shift. The semicolon sits on the home row under the right little finger, and the colon is the same key with the left Shift. The hyphen belongs to the right little finger as well.
The question mark, the exclamation mark and the brackets also need Shift. The usual mistake with them is releasing Shift too early, so the unshifted character appears instead of the mark.
The drill gives you words with their marks attached rather than marks on their own, which is closer to real writing.