This is a good question! I understand your confusion. A concerto is a work for a solo instrument (or a few instruments), accompanied by an orchestra (as a student, you might have a pianist play a reduction of the orchestra accompaniment instead). For this reason, the whole concerto would include a fist violin part among the orchestra. However, your teacher is actually asking you to play the solo violin part, not the first violin part. This is different. If you found the first violin part for a concerto, you would likely see long sections full of rests. This is time when the soloist is featured. You might see smaller notes instead of rests. These are there for you to follow along while the soloist is performing. In the solo part, you will often have the reverse. The long sections of rests you see in the solo part are when the orchestra is featured (this is kind of nice during a performance because it gives you a little bit of a break).
I hope this helps!