You probably should read the note on this, as I'm not a native speaker... AFAIU, "יש" means 'There is' and so the -ל words are there to refer to who the thing belongs to. So - יש לי תפוח ... Is translated as "I have an apple" ... but it literally means "There is to me an apple." The "לי" is the 'to me' part.
To answer your question, את and אתה just aren't appropriate when talking about owning a thing. You need the appropriate -ל words and a יש ('there is') or אין, which is ('there isn't a)
According to the audio, I wrote, "יש להם" fully expecting the translation to be, they have. It said my answer was correct, which it was not. Many of these words are so close to each other, the only way to really tell the difference is in the written form. The difference is so subtle, and the mistake changes so much. It is frustrating sometimes.