ख [kʰə] is a voiceless aspirated velar stop while ख़ [xə] is a voiceless velar fricative. However, according to my wife who is a native speaker, ख़ is commonly pronounced as ख in Hindi. The fricative sound is used in Urdu.

"Neha buys book from the shop" is not correct English.

but in English we can either say 'Neha buys a book from the shop' or 'neha buys a book from the shops.' it means the same thing.

I'd say नेहा किताबों की दुकान से ख़रीदती है. I hope it is correct.

Or we could say store

Why can't the translation be "by" for से?