"Shimá" can broken down into "Shi" and "Má" - "Shi" means "I/My" and Má is just "Mother" in general, so "Shimá" is literally "My mother" (I think. This is just from what I've learnt so far and making an educated guess).
"Hólǫ́" means "Have" so "Shimá hólǫ́" literally translated would be "My mother have" which properly translated would be "I have a mother." Hope that helps.
Shima seems to have more definitions in this exercise than the Intro section. May want to standardize it.
Why does the audio won't come out? Is it just because my phone that lags or Duolingo still doesn't have the audio output for the texts in Navajo?