Hi Baking
DD2 was in this boat. She was very easily distracted and also can concentrate intensely on things.
We worked on listening skills at home:
Listening to bird song in the morning and trying to identify Mr Robin and Mrs Blackbird. Chubby pigeons and Mean Magpie.
Listening to audio books. Asking for a re-cap if you were busy at an intersection or something (or just pretend).
Listening to you read books to her - we opted for reading books which were beyond DD2's reading level but appropriate for DD1 (2 years older). DD2 didn't always understand - but we'd always discuss the chapter after we finished and often roped in DD1 to explain what was going on (as reading comprehension is her weak point).
Reminding them to not interrupt/ to let people speak first - you can slip into the habit of having DC interrupt you when in adult conversation. Gradually need to explain to them that you're talking and not to interrupt unless it's important (e.g. Mum you left your handbag in the car - I can see it).
Nature watching - requires you to sit still and be quiet so you can see animals/ insects/ etc... up close.
DD2 also took up the violin - and her lessons through school involve a lot of listening and playing back work - this has really built up her concentration. So we found learning an instrument very helpful.
Dance: learning to time your movements to music involves good listening skills.
I think the school is correct to feel this is something your DD will grow out of (certainly my DD now has little or no issues - although seeing snow out the class window distracts her every time!).
My advice is to treat this as one of many skills your DC will have to learn and like adding/ subtracting this is a skill you can develop and improve with practice.
HTH