In the RP accent (the one that's taught at schools), the letter "r" is not pronounced at the end of a word and after a vowel (provided that the following letter is a consonant). It is pronounced between vowels, at the beginning of a word and after a consonant.
And yes, Scottish English is a rhotic accent - that is, you pronounce "r" in all positions.
Other rhotic accents are, for example, Irish English and most of American English accents (but, for example - New England, New York and Boston accents are exceptions).
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