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Can I suggest two possible solutions? Choose whichever you prefer.
Duolingo is a learning system, not a testing system, so there is no harm if you guess (and you might be lucky as there is only a limited number of places with New in the name, which is a good guess for Newydd), and then if you get it wrong, make a mental note and get it right the next time. I guess it may be the only New place on the course so it should not be hard to remember.
Welsh, like the vast majority of minority languages in the world, has suffered from a severe lack of good dictionaries. Specifically, GPC is the only really comprehensive dictionary of Welsh, but it is not good on the modern language (so might not have New York anyway), and does not seem to cover many place names anyway (so it doesn't even have York).
But the internet is changing things. English Wiktionary is rapidly becoming more and more comprehensive as people just add to it, so this is gradually becoming my go-to-first dictionary in all languages. And it does have Efrog from which you can infer Efrog Newydd.
If that hadn't worked, the next thing to try is a search engine. When I tried both Efrog and Efrog Newydd this immediately directed me to Welsh Wikipedia articles on both York and New York, and an English article on York, as well as lots of other links that would have answered the question.