"We told him that."
Translation:Řekli jsme mu to.
"Jemu" is used when you need to put emphasis on the word. As a rule of thumb, if it stands either at the end or at the beginning of a sentence, you should use "jemu".
Btw., there's also "němu", which is used after prepositions.
Řekli jsme mu to.
Jemu jsme to řekli.
Řekli jsme, že jdeme k němu. (different meaning but I wanted to give an example of němu as well)