Is there any reason why "a" farm is incorrect and "the" farm us correct? Does -ni indicate a definite place as opposed to an indefinite place?
No. It's a beta issue with the course. Shambani can be "to/in/on/at/from a/the farm".
-ni is the locative suffix. It makes the noun refer to a location. Nyumbani - at home, shambani - at the farm, sokoni - at the market.
Probably? Later you will learn - In Swahili, some common nouns can be suffixed by –ni to form locations which mean: in, on, at, and to,
As in another thread, shambani can also be (in the) countryside. :)