Yes, Romae is in a "locative case", the noun case about place, which is a minor case used only with some specific place like Rome (Romae), home (domi) and etc. but very very few. It gives a meaning of "at the place" or "in the place". The course just ignore to say about the locative case at all (at this point), maybe to avoid confusion if too many grammar rules are introduced at this point. Or maybe, they think it's too much in detail to talk about locative now.
More information here in wiki https://en.wikipedia.org/wiki/Locative_case#Indo-European_languages
Why is it "Romae" for "in Rome" but "in Italia", not "Italiae" for "in Italy"?
"Romae" is the locative case of "Roma". In Classical Latin, the locative had almost disappeared and was used only for names of cities, small islands and a few other words, including "domus" (locative "domi") and "rus" (locative "ruri"). Other words do not have a locative form, so you have to use "in" with the ablative, as in "in Italia".
Wiktionary about -ne:
"Added to the end of a word in a phrase (usually the first word) to make it a question"
The exceptions to this "usually" rule seems to be here (Wiktionary)
A question requiring an answer of "yes" or "no" is formed by adding -ne to the emphatic word:
Is tibi mortemne vidētur aut dolōrem timēre?
Does it seem to you to be death that he fears or pain?
About the use of the enclitic suffix "-ne".
The most common way to form a question is to add -ne to the word you want to ask about:
Mē amās. You love me. Amāsne me? Do you love me (or not)? Mēne amās? Do you love me (or someone else)? Tūne mē amās? Is it you who loves me?
Note that the syllable immediately preceeding -ne is stressed, even if it's short.
You can question the whole statement with the word ecquid:
Ecquid mē amās? Do you love me?
If answer "yes" is expected, then the word nōnne is used instead:
Nōnne mē amās? Do you love me? (I think you do.)
On the contrary, if "no" is expected, then one of the following words is used: num or numquid (the latter for more emphasis):
Num mē amās? Numquid mē amās? Do you love me? (I strongly doubt that you do.)
Negative answer is nōn. For positive answers the verb (or the questioned word) is often repeated, sometimes with some other words:
Amāsne mē? - Amō. Do you love me? - I do. Mēne amās? - Ita est, tē amō. Do you love me? - It is so, I love you. Num mē amās? - Immō tē multum amō. Do you love me? (doubtfully) - Indeed I love you very much.
The normal position for this -ne is the end of the first word of the sentence
Also, this -ne is not used where this is some other specific question word. For example, ‘Why do you love me?’ is ‘Cūr mē amās?’.
As in all languages, certain sorts of questions can be made just with intonation and context: ‘Mē amās?’ = ‘You love me?’
Annōn is used in direct questions, necne usually only in indirect questions.
http://publicaciones.ustatunja.edu.co/ebook/DRomano/HTML/files/assets/common/downloads/page0032.pdf en las primeras lineas comenta algo similar a lo que comente anteriormente, solo he visto en publicaciones de habla inglesa en su mayoria que las dos letras las digan literal
Here is a basic guide to the Classical pronunciation. http://jlong1.sites.luc.edu/L101pron.htm
AE is a diphthong. That means both vowels made a sound. https://en.wikipedia.org/wiki/Diphthong The a was definitely not silent. We know this from Latin poetry. By the very end of the Roman period, the AE had become an E sound, but that's wasn't always the case.