Hey,I am learning guitar .I am finished with my scales structures. The problem is I don't know what to do with them. I can play all the structures on the fretboard. What do I do with scales? Why are they useful? How do I improvise on them?

Practice your scales, increase speed.
Since you are learning, I would practice songs you like, Find one that sounds good and not too fast or complex, then go to a site like ULTIMATE GUITAR TABS ARCHIVE | 250,000+ Guitar Tabs, Bass Tabs, Chords and Guitar Pro Tabs! (http://www.ultimate-guitar.com) and find the Tablature for the song(s) you like. Their will be 6 lines across the page representing the 6 strings, the number on each string is the fret to be pressed for the note to be played.
I feel it is important to play something you enjoy to stay interested.
If you are learning to read Music, A Teacher MAY feel it is cheating?

Think of scales and melodies as you would have chords and songs. Chords are used as the harmonic building blocks of songs... string chords together in a tasteful way and you have a song. Same goes for scales: they are the building blocks of melodies/solos. So if you tastefully string together notes of a scale or scales, you'll have melodies or lead lines.

It's a good idea to approach using scales from a couple of angles. First, try to transcribe (or get sheet music/tab for) songs you're into. Perhaps you're a fan of a particular guitar player and like one of his/her solos; you should learn as many songs and solos as possible. From there, try to figure out what fingerings and scales are being used in particular solos. You claim to know the fingerings well already, so once you begin learning your favorite lead lines you should begin to quickly recognize parts of fingerings in use. Also, keeping in mind that same notes can be played in several places on a guitar, you should experiment with playing the lead lines in different fingerings. For example, if a given solo plays an E on the 2nd fret of the D string, locate that same E at the 7th fret of the A string and find the other notes of the solo in that position, etc.

Other than transcribing, you should experiment by putting your own solos together. Again, you could use your favorite song(s). Figure out the key and scales used and create. You could begin by using previously learned solos, and then create something new from there.

The scales that are most useful and that you should know well are the Pentatonic (minor and major) and 7-tone Major (and it's derivatives) scales.