It probably doesn't in "fill in the blank" mode because listening to the sentence would just give you the answer. It would be nice, however, to have it say the sentence out loud after you give your answer.
Thank you! in my DL version, there was not the translation at the top of the screen and I wondered if the pronoun was masculin or neuter (Vera does not know that he is my brother..). Have a lingot for your kindness!
Most of the time, o takes prepositional/locative case (o nem). It takes accusative case in fewer situations, usually when it has the meaning of "against" (for instance, I hit the bed with my head - Я ударился головой о кровать).
You can change the sentence to "Does she know him?" which would be "Она его знает?" without the "о". Notice the meaning in both English and Russian shifted from "know about him" (о нём знает ) to "know him" (его знает)