If you learn on computer, you can click on the icon of the lesson and see two symbols in upper right corner: a key and a light bulb. And, if you click on the light bulb, you'll can look at a description of lesson. There is a description of using يا too. Sorry for my English
Classically when we reference the vocative form in English we use "O". There's a nice section on this in Alice in Wonderland. https://en.wikipedia.org/wiki/Mouse_(Alice%27s_Adventures_in_Wonderland)
KatharinaM882088, are you sure that the ὧ is aspirated? You could well be right, but I don't remember pronouncing the H... Oh! I've just googled ὧ Σώκρατες, once with aspirated ὧ and once with unaspirated ὦ, and I got 2,570 hits for the former and 24,900 for the latter. It may only prove that more Americans use the unaspirated form, since they use the internet most!
Do you mean يا ? That's not "ha", it's "ya". And you just say it in front of the name of the person you're addressing. Don't say "hello, Sanjay", say "hello, ya Sanjay". It's just more polite (in MSA, I believe. I don't think the dialects necessarily have to say يا . Is that right, someone native?)
It's not about saying "hey", it's how they're trying to get across the idea of a vocative form to speakers of English which doesn't have one in the modern form. Other languages do. In Irish to address you I'd say, "a Giofazio". I believe Greek, which it looks like you're also learning on DL, also has a vocative form.