"No, it is not foggy."
Translation:Nac ydy, dydy hi ddim yn niwlog.
This is explained in the notes for 'Present tense 3', a section that comes up shortly before this one.
Mae... is used to state that something exists or is happening. Dydy/Dyw... ddim... is its negative form when saying that something is not happening:
- Mae hi'n wlyb - It's wet.
- Dydy hi ddim yn wlyb - It is not wet.
The form of 'no' that is used depends on the question asked. Here it is most like to have been something like - Ydy hi'n niwlog o hyd? (Is it still foggy?) - and so the answer is Nac ydy...
(That said, you could probably devise an emphatic question which would justify the Na... form of 'No...', but it might not be a very natural-sounding one.)