It's an alien from outer space who has come to Earth speaking Hindi.
No! You stupid space man! यह बिल्ली नहीं, यह कुता है!
I also want to know if the "yeha" in this case can be translated to "she" and "this" or is it only to be translated as "it."
Is it also correct to say: "Yah ek billi hai kya?" ? Is there a difference in style of speech between the two?
Yes, it's a cat, a really big cat with orange fur and black stripes. Go ahead. Pet it.