I looked for Rocky and CeCe online and found they are on a show called Shake it up. I guess when they did a show about honors classes, they thought it was about brains, so they called it Brain it up, making a play off the show's name. As far as I know, there is no such saying in English. It would basically just mean to use your brains, I guess. In the show description, by the way, it is very strange to say "in each other's feet." We would usually use the idiom "in each other's shoes." It means to see life from another person's perspective.